+2,002.0%
IBM vs EL
+1,685.7%
+316.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.6% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | +0.3% | +19.8% | -19.6% | -4.0% |
| 3M | -21.6% | +25.7% | -47.3% | -25.8% |
| 6M | -4.7% | +5.4% | -10.1% | -7.1% |
| YTD | -19.1% | +0.2% | -19.3% | -20.9% |
| 1Y | -2.5% | +20.4% | -22.9% | -9.1% |
| 3Y | +74.2% | -32.1% | +106.3% | +76.3% |
| 5Y | +113.1% | -67.2% | +180.3% | +151.3% |
| 10Y | +133.5% | +31.7% | +101.8% | +90.3% |
| All | +2,002.0% | +1,685.7% | +316.3% | +806.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling