+149.9%
IBM vs ES
+82.6%
+67.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +8.4% | +5.7% | +2.6% | +6.3% |
| 3M | +4.5% | -2.8% | +7.3% | +5.1% |
| 6M | +7.9% | +7.0% | +0.9% | +5.2% |
| YTD | -15.2% | +6.8% | -22.0% | -17.8% |
| 1Y | -17.6% | -0.5% | -17.1% | -18.5% |
| 3Y | +82.1% | +47.2% | +34.9% | +53.2% |
| 5Y | +143.3% | +2.3% | +141.1% | +132.2% |
| 10Y | +149.9% | +85.6% | +64.3% | +109.1% |
| All | +149.9% | +82.6% | +67.3% | +109.1% |
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