+2,544.4%
IBM vs ES
+1,275.7%
+1,268.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.4% |
| 7D | -4.3% | +5.9% | -10.2% | -5.8% |
| 30D | +11.7% | +10.2% | +1.5% | +8.7% |
| 3M | +5.5% | +0.4% | +5.1% | +5.2% |
| 6M | +9.5% | +6.9% | +2.6% | +7.2% |
| YTD | -14.9% | +10.5% | -25.4% | -17.8% |
| 1Y | -17.4% | +3.2% | -20.6% | -18.9% |
| 3Y | +83.3% | +49.0% | +34.2% | +60.3% |
| 5Y | +142.1% | +4.5% | +137.6% | +131.4% |
| 10Y | +157.2% | +92.3% | +64.8% | +107.4% |
| All | +2,544.4% | +1,275.7% | +1,268.6% | +1,219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling