+134.5%
IBM vs ELV
+278.2%
-143.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.4% | -7.9% | -3.8% |
| 7D | -0.3% | +0.9% | -1.2% | -0.6% |
| 30D | -1.8% | +7.2% | -9.0% | -3.7% |
| 3M | -13.5% | +3.4% | -16.9% | -14.6% |
| 6M | -5.1% | +48.6% | -53.7% | -15.4% |
| YTD | -19.4% | +20.6% | -40.0% | -24.4% |
| 1Y | -6.5% | +38.5% | -45.0% | -16.1% |
| 3Y | +73.8% | -2.4% | +76.2% | +68.1% |
| 5Y | +116.3% | +25.3% | +91.0% | +87.3% |
| All | +134.5% | +278.2% | -143.7% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling