-6.5%
IBM vs ETSY
+28.9%
-35.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.5% |
| 7D | -0.3% | -12.7% | +12.4% | +1.2% |
| 30D | -1.8% | -9.9% | +8.1% | -0.8% |
| 3M | -13.5% | +4.2% | -17.6% | -14.8% |
| 6M | -5.1% | +34.2% | -39.3% | -10.2% |
| YTD | -19.4% | +29.1% | -48.5% | -23.5% |
| 1Y | -6.5% | +23.8% | -30.3% | -9.0% |
| All | -6.5% | +28.9% | -35.5% | -9.0% |
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