+116.3%
IBM vs EQT
+192.3%
-76.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | -0.3% | -1.2% | +0.9% | -0.2% |
| 30D | -1.8% | +1.1% | -2.9% | -2.0% |
| 3M | -13.5% | +4.8% | -18.3% | -14.0% |
| 6M | -5.1% | -10.6% | +5.5% | -4.1% |
| YTD | -19.4% | +3.4% | -22.8% | -20.0% |
| 1Y | -6.5% | +8.7% | -15.2% | -7.8% |
| 3Y | +73.8% | +35.0% | +38.9% | +65.9% |
| 5Y | +116.3% | +204.2% | -87.9% | +85.1% |
| All | +116.3% | +192.3% | -76.0% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling