+80.4%
IBM vs ESI
+67.9%
+12.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | -5.0% | -8.5% | +3.6% | -4.3% |
| 30D | +11.1% | -15.7% | +26.8% | +12.5% |
| 3M | +5.7% | -18.2% | +23.9% | +7.2% |
| 6M | +10.1% | -28.8% | +39.0% | +12.4% |
| YTD | -15.6% | +26.3% | -41.9% | -24.2% |
| 1Y | -19.5% | +18.2% | -37.8% | -26.7% |
| 3Y | +80.4% | +68.1% | +12.3% | +49.5% |
| All | +80.4% | +67.9% | +12.5% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling