-16.7%
IBM vs ETR
+19.3%
-36.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +1.6% | +1.2% | +0.4% | +1.8% |
| 30D | +9.2% | +7.0% | +2.2% | +10.6% |
| 3M | +4.9% | +4.6% | +0.3% | +5.6% |
| 6M | +16.8% | +0.1% | +16.6% | +16.9% |
| YTD | -14.3% | +23.2% | -37.5% | -16.6% |
| 1Y | -16.7% | +20.6% | -37.3% | -18.1% |
| All | -16.7% | +19.3% | -36.0% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling