+147.3%
IBM vs ETR
+378.9%
-231.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +1.6% | +1.2% | +0.4% | +1.1% |
| 30D | +9.2% | +7.0% | +2.2% | +6.6% |
| 3M | +4.9% | +4.6% | +0.3% | +3.1% |
| 6M | +16.8% | +0.1% | +16.6% | +16.0% |
| YTD | -14.3% | +23.2% | -37.5% | -22.0% |
| 1Y | -16.7% | +20.6% | -37.3% | -23.6% |
| 3Y | +82.2% | +156.3% | -74.0% | +20.3% |
| 5Y | +149.9% | +159.6% | -9.7% | +61.1% |
| All | +147.3% | +378.9% | -231.7% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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