+352.7%
IBM vs EWT
+485.8%
-133.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.4% |
| 7D | -1.5% | -3.7% | +2.1% | -0.5% |
| 30D | +8.4% | -17.2% | +25.6% | +15.7% |
| 3M | +4.2% | -7.3% | +11.5% | +6.2% |
| 6M | +7.9% | -1.5% | +9.4% | +6.0% |
| YTD | -15.2% | +49.0% | -64.2% | -29.5% |
| 1Y | -18.7% | +50.6% | -69.3% | -32.8% |
| 3Y | +79.2% | +148.9% | -69.7% | +19.8% |
| 5Y | +144.7% | +116.1% | +28.7% | +71.1% |
| 10Y | +141.6% | +427.8% | -286.3% | +18.3% |
| All | +352.7% | +485.8% | -133.1% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling