+141.6%
IBM vs ES
+87.3%
+54.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | +8.4% | +5.9% | +2.5% | +6.3% |
| 3M | +4.2% | -1.0% | +5.2% | +4.3% |
| 6M | +7.9% | +7.2% | +0.8% | +5.1% |
| YTD | -15.2% | +7.0% | -22.2% | -17.8% |
| 1Y | -18.7% | +0.5% | -19.2% | -19.9% |
| 3Y | +79.2% | +48.7% | +30.5% | +50.1% |
| 5Y | +144.7% | +1.9% | +142.8% | +133.8% |
| 10Y | +141.6% | +89.2% | +52.4% | +95.9% |
| All | +141.6% | +87.3% | +54.3% | +95.9% |
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