+77.4%
IBM vs ET
+97.4%
-20.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.2% |
| 7D | +3.6% | +0.6% | +2.9% | +3.4% |
| 30D | +1.5% | +5.3% | -3.8% | +0.1% |
| 3M | -12.9% | +15.6% | -28.6% | -16.3% |
| 6M | -3.9% | +20.6% | -24.5% | -9.0% |
| YTD | -17.3% | +38.5% | -55.9% | -25.1% |
| 1Y | -5.0% | +35.7% | -40.7% | -13.4% |
| All | +77.4% | +97.4% | -20.0% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling