-6.5%
IBM vs EWT
+82.5%
-89.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | +0.1% | -2.0% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | -1.8% | +4.8% | -6.6% | -2.6% |
| 3M | -13.5% | +11.1% | -24.6% | -16.9% |
| 6M | -5.1% | +54.6% | -59.7% | -17.9% |
| YTD | -19.4% | +71.4% | -90.8% | -33.4% |
| 1Y | -6.5% | +82.1% | -88.6% | -21.6% |
| All | -6.5% | +82.5% | -89.0% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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