+480.9%
IBM vs ET
+1,435.0%
-954.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | +0.9% | -1.2% | -0.5% |
| 30D | +0.3% | +7.5% | -7.2% | -1.0% |
| 3M | -21.6% | +11.4% | -33.0% | -23.1% |
| 6M | -4.7% | +18.5% | -23.2% | -7.6% |
| YTD | -19.1% | +37.4% | -56.5% | -23.6% |
| 1Y | -2.5% | +30.9% | -33.4% | -7.2% |
| 3Y | +74.2% | +98.7% | -24.6% | +53.6% |
| 5Y | +113.1% | +230.7% | -117.6% | +70.9% |
| 10Y | +133.5% | +175.6% | -42.0% | +83.1% |
| All | +480.9% | +1,435.0% | -954.1% | +149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling