+515.4%
IBM vs ET
+1,310.3%
-794.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +1.6% | +2.5% | -1.0% | +1.1% |
| 30D | +9.2% | -2.5% | +11.7% | +9.6% |
| 3M | +4.9% | -4.9% | +9.8% | +5.8% |
| 6M | +16.8% | -0.1% | +16.8% | +16.7% |
| YTD | -14.3% | +26.2% | -40.5% | -17.9% |
| 1Y | -16.7% | +25.2% | -41.9% | -20.1% |
| 3Y | +82.2% | +84.2% | -2.0% | +62.8% |
| 5Y | +149.9% | +216.1% | -66.1% | +102.1% |
| 10Y | +142.6% | +160.7% | -18.1% | +92.7% |
| All | +515.4% | +1,310.3% | -794.8% | +167.7% |
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