+121.8%
IBM vs ET
+240.9%
-119.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.2% |
| 3M | -12.9% | +15.6% | -28.6% | -16.1% |
| 6M | -3.9% | +20.6% | -24.5% | -8.6% |
| YTD | -17.3% | +38.5% | -55.9% | -24.3% |
| 1Y | -5.0% | +35.7% | -40.7% | -12.6% |
| 3Y | +78.2% | +98.4% | -20.1% | +48.5% |
| All | +121.8% | +240.9% | -119.1% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling