+80.4%
IBM vs EW
+51.9%
+28.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -5.0% | +11.0% | -16.0% | -5.9% |
| 30D | +11.1% | +19.1% | -8.0% | +9.4% |
| 3M | +5.7% | +14.4% | -8.6% | +4.4% |
| 6M | +10.1% | +22.8% | -12.6% | +8.5% |
| YTD | -15.6% | +19.8% | -35.4% | -16.7% |
| 1Y | -19.5% | +23.9% | -43.4% | -20.8% |
| 3Y | +80.4% | +52.2% | +28.2% | +70.4% |
| All | +80.4% | +51.9% | +28.4% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling