+116.3%
IBM vs EWT
+144.9%
-28.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | +0.1% | -1.7% |
| 7D | -0.3% | -1.1% | +0.8% | 0.0% |
| 30D | -1.8% | +4.8% | -6.6% | -3.2% |
| 3M | -13.5% | +11.1% | -24.6% | -17.3% |
| 6M | -5.1% | +54.6% | -59.7% | -19.4% |
| YTD | -19.4% | +71.4% | -90.8% | -34.2% |
| 1Y | -6.5% | +82.1% | -88.6% | -25.4% |
| 3Y | +73.8% | +193.2% | -119.4% | +14.9% |
| 5Y | +116.3% | +146.1% | -29.8% | +46.1% |
| All | +116.3% | +144.9% | -28.5% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling