+2,383.6%
IBM vs EQT
+3,004.6%
-621.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | -1.5% | +6.6% | -8.1% | -2.6% |
| 3M | -16.8% | +4.4% | -21.1% | -17.5% |
| 6M | -9.0% | -10.5% | +1.5% | -7.7% |
| YTD | -20.1% | +3.7% | -23.8% | -21.0% |
| 1Y | -7.0% | +9.9% | -16.9% | -9.2% |
| 3Y | +72.4% | +35.4% | +37.0% | +59.5% |
| 5Y | +112.0% | +189.2% | -77.2% | +64.3% |
| 10Y | +131.6% | +50.7% | +80.9% | +83.0% |
| All | +2,383.6% | +3,004.6% | -621.0% | +944.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling