+359.5%
IBM vs EWT
+519.9%
-160.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.3% | -0.7% |
| 7D | -1.7% | +3.2% | -4.9% | -3.3% |
| 30D | +10.1% | -12.3% | +22.4% | +15.0% |
| 3M | +4.8% | -3.6% | +8.4% | +5.3% |
| 6M | +12.6% | +3.1% | +9.5% | +8.7% |
| YTD | -13.9% | +57.7% | -71.6% | -30.0% |
| 1Y | -18.7% | +60.3% | -79.0% | -34.4% |
| 3Y | +81.9% | +163.4% | -81.5% | +19.0% |
| 5Y | +148.3% | +127.4% | +20.9% | +70.2% |
| 10Y | +143.6% | +462.7% | -319.1% | +16.5% |
| All | +359.5% | +519.9% | -160.4% | +42.7% |
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