+142.5%
IBM vs ESI
+195.2%
-52.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.2% | -6.6% | +4.4% | -1.1% |
| 30D | +7.7% | -9.8% | +17.5% | +9.4% |
| 3M | +3.5% | -11.9% | +15.4% | +5.3% |
| 6M | +7.2% | -25.1% | +32.3% | +11.0% |
| YTD | -15.8% | +31.9% | -47.7% | -23.0% |
| 1Y | -19.3% | +19.2% | -38.5% | -24.7% |
| 3Y | +78.0% | +76.2% | +1.8% | +50.8% |
| 5Y | +143.0% | +39.4% | +103.7% | +112.2% |
| 10Y | +139.9% | +304.9% | -165.0% | +67.1% |
| All | +142.5% | +195.2% | -52.7% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling