+2,574.6%
IBM vs ETR
+4,610.8%
-2,036.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.4% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +10.1% | +7.7% | +2.4% | +7.8% |
| 3M | +4.8% | +5.7% | -0.9% | +3.1% |
| 6M | +12.6% | -0.3% | +12.9% | +12.2% |
| YTD | -13.9% | +23.4% | -37.3% | -19.7% |
| 1Y | -18.7% | +18.5% | -37.2% | -23.3% |
| 3Y | +81.9% | +155.6% | -73.7% | +35.7% |
| 5Y | +148.3% | +158.7% | -10.4% | +83.0% |
| 10Y | +143.6% | +377.8% | -234.1% | +51.3% |
| All | +2,574.6% | +4,610.8% | -2,036.2% | +925.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling