+155.3%
IBM vs ETSY
+187.1%
-31.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +1.6% | -1.0% | +2.6% | +1.7% |
| 30D | +9.2% | +7.3% | +1.9% | +8.4% |
| 3M | +4.9% | +10.3% | -5.4% | +3.8% |
| 6M | +16.8% | +55.1% | -38.3% | +12.0% |
| YTD | -14.3% | +60.5% | -74.8% | -18.3% |
| 1Y | -16.7% | +52.2% | -68.9% | -20.3% |
| 3Y | +82.2% | +40.8% | +41.4% | +72.2% |
| 5Y | +149.9% | -67.3% | +217.2% | +157.5% |
| 10Y | +142.6% | +659.4% | -516.8% | +79.7% |
| All | +155.3% | +187.1% | -31.8% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling