+2,102.4%
IBM vs EL
+1,845.6%
+256.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.4% | -0.2% |
| 7D | -2.5% | +8.0% | -10.5% | -4.2% |
| 30D | +8.4% | +15.4% | -7.1% | +4.8% |
| 3M | +4.5% | +28.5% | -24.1% | -1.7% |
| 6M | +7.9% | +32.2% | -24.3% | +0.3% |
| YTD | -15.2% | +9.2% | -24.4% | -18.9% |
| 1Y | -17.6% | +30.8% | -48.4% | -24.5% |
| 3Y | +82.1% | +3.7% | +78.4% | +67.2% |
| 5Y | +143.3% | -64.8% | +208.1% | +182.6% |
| 10Y | +149.9% | +60.0% | +89.9% | +94.4% |
| All | +2,102.4% | +1,845.6% | +256.8% | +829.8% |
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