+131.6%
IBM vs EW
+124.3%
+7.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.4% |
| 7D | +0.3% | -4.4% | +4.7% | +1.3% |
| 30D | -1.5% | -3.3% | +1.9% | -0.8% |
| 3M | -16.8% | +1.0% | -17.8% | -16.8% |
| 6M | -9.0% | +6.2% | -15.3% | -10.1% |
| YTD | -20.1% | +1.7% | -21.8% | -20.5% |
| 1Y | -7.0% | +8.1% | -15.1% | -8.8% |
| 3Y | +72.4% | +17.1% | +55.3% | +59.7% |
| 5Y | +112.0% | -29.4% | +141.3% | +120.2% |
| 10Y | +131.6% | +121.7% | +9.8% | +77.6% |
| All | +131.6% | +124.3% | +7.2% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling