+139.9%
IBM vs EW
+234.0%
-94.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -2.2% | +9.3% | -11.5% | -4.1% |
| 30D | +7.7% | +22.1% | -14.4% | +3.0% |
| 3M | +3.5% | +13.0% | -9.5% | +0.5% |
| 6M | +7.2% | +30.1% | -22.9% | +1.1% |
| YTD | -15.8% | +22.0% | -37.8% | -19.7% |
| 1Y | -19.3% | +23.7% | -43.0% | -23.3% |
| 3Y | +78.0% | +62.0% | +16.0% | +51.9% |
| 5Y | +143.0% | -12.4% | +155.5% | +140.5% |
| 10Y | +139.9% | +236.1% | -96.1% | +69.2% |
| All | +139.9% | +234.0% | -94.1% | +69.2% |
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