+133.0%
IBM vs ESI
+224.6%
-91.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | -0.4% |
| 7D | -0.3% | +3.3% | -3.6% | -0.9% |
| 30D | +0.3% | -5.9% | +6.1% | +1.3% |
| 3M | -21.6% | -14.1% | -7.5% | -20.3% |
| 6M | -4.7% | +6.6% | -11.3% | -8.0% |
| YTD | -19.1% | +45.0% | -64.1% | -26.9% |
| 1Y | -2.5% | +41.5% | -44.0% | -11.8% |
| 3Y | +74.2% | +78.8% | -4.6% | +48.0% |
| 5Y | +113.1% | +70.9% | +42.3% | +79.6% |
| 10Y | +133.5% | +317.1% | -183.5% | +61.4% |
| All | +133.0% | +224.6% | -91.7% | +64.0% |
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