-4.2%
IBM vs ETR
+26.4%
-30.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.6% | +3.1% |
| 7D | +3.6% | +0.4% | +3.2% | +3.6% |
| 30D | +1.5% | +2.0% | -0.5% | +1.9% |
| 3M | -12.9% | -1.7% | -11.2% | -13.1% |
| 6M | -3.9% | +3.6% | -7.5% | -4.0% |
| YTD | -17.3% | +18.0% | -35.4% | -19.2% |
| All | -4.2% | +26.4% | -30.6% | -0.7% |
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