-2.5%
IBM vs ET
+31.4%
-33.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.3% | +0.9% | -1.2% | -0.3% |
| 30D | +0.3% | +7.5% | -7.2% | -0.1% |
| 3M | -21.6% | +11.4% | -33.0% | -22.1% |
| 6M | -4.7% | +18.5% | -23.2% | -5.0% |
| YTD | -19.1% | +37.4% | -56.5% | -19.5% |
| 1Y | -2.5% | +30.9% | -33.4% | -5.9% |
| All | -2.5% | +31.4% | -33.9% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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