+130.5%
IBM vs ES
+83.4%
+47.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +0.3% | -2.0% | +2.2% | +0.8% |
| 3M | -21.6% | +1.7% | -23.3% | -22.1% |
| 6M | -4.7% | -3.5% | -1.2% | -3.9% |
| YTD | -19.1% | +7.9% | -27.0% | -21.7% |
| 1Y | -2.5% | +17.2% | -19.7% | -8.9% |
| 3Y | +74.2% | +29.3% | +44.8% | +53.9% |
| 5Y | +113.1% | -5.7% | +118.9% | +110.5% |
| All | +130.5% | +83.4% | +47.1% | +88.8% |
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