-7.0%
IBM vs ESI
+39.5%
-46.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | +0.3% | +5.4% | -5.1% | +0.6% |
| 30D | -1.5% | -4.2% | +2.7% | -1.8% |
| 3M | -16.8% | -9.6% | -7.2% | -18.0% |
| 6M | -9.0% | +18.3% | -27.4% | -13.0% |
| YTD | -20.1% | +45.8% | -65.9% | -27.8% |
| 1Y | -7.0% | +39.2% | -46.2% | -15.5% |
| All | -7.0% | +39.5% | -46.5% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling