+143.8%
IBM vs ET
+177.0%
-33.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.2% |
| 7D | +3.6% | +0.2% | +3.3% | +3.5% |
| 30D | +3.1% | +2.9% | +0.2% | +2.4% |
| 3M | -10.8% | +16.8% | -27.6% | -14.0% |
| 6M | -0.8% | +18.9% | -19.7% | -5.0% |
| YTD | -16.2% | +37.7% | -53.9% | -22.5% |
| 1Y | -2.9% | +32.4% | -35.3% | -9.4% |
| 3Y | +79.8% | +99.5% | -19.6% | +51.5% |
| 5Y | +124.9% | +244.0% | -119.1% | +65.0% |
| All | +143.8% | +177.0% | -33.2% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling