+331.9%
IBM vs EWT
+594.1%
-262.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.6% |
| 7D | -0.3% | +4.0% | -4.3% | -1.8% |
| 30D | +0.3% | +10.3% | -10.0% | -3.5% |
| 3M | -21.6% | +6.1% | -27.7% | -24.4% |
| 6M | -4.7% | +56.6% | -61.3% | -21.4% |
| YTD | -19.1% | +76.6% | -95.7% | -36.4% |
| 1Y | -2.5% | +97.9% | -100.4% | -26.9% |
| 3Y | +74.2% | +198.0% | -123.8% | +9.6% |
| 5Y | +113.1% | +151.8% | -38.6% | +41.7% |
| 10Y | +133.5% | +514.1% | -380.6% | +8.7% |
| All | +331.9% | +594.1% | -262.2% | +29.6% |
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