+149.6%
IBM vs ES
+85.7%
+63.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | 0.0% |
| 7D | -5.0% | +1.9% | -6.9% | -5.6% |
| 30D | +11.1% | +7.1% | +4.1% | +8.6% |
| 3M | +5.7% | -1.9% | +7.6% | +6.1% |
| 6M | +10.1% | +4.4% | +5.8% | +8.2% |
| YTD | -15.6% | +7.3% | -22.9% | -18.3% |
| 1Y | -19.5% | +2.1% | -21.7% | -21.2% |
| 3Y | +80.4% | +41.8% | +38.5% | +54.0% |
| 5Y | +140.0% | +1.4% | +138.5% | +129.8% |
| All | +149.6% | +85.7% | +63.9% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling