-2.5%
IBM vs ETSY
+47.8%
-50.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.8% | +0.9% |
| 7D | -0.3% | -8.5% | +8.2% | +0.7% |
| 30D | +0.3% | -10.9% | +11.2% | +1.5% |
| 3M | -21.6% | +14.1% | -35.7% | -23.7% |
| 6M | -4.7% | +37.5% | -42.2% | -10.1% |
| YTD | -19.1% | +38.0% | -57.1% | -23.8% |
| 1Y | -2.5% | +46.5% | -49.0% | -5.2% |
| All | -2.5% | +47.8% | -50.3% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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