+2,413.6%
IBM vs EXC
+2,353.7%
+59.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.4% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +0.3% | -3.7% | +4.0% | +1.3% |
| 3M | -21.6% | -1.3% | -20.3% | -21.4% |
| 6M | -4.7% | -9.7% | +5.0% | -2.1% |
| YTD | -19.1% | +2.9% | -22.0% | -20.2% |
| 1Y | -2.5% | +4.4% | -6.9% | -4.4% |
| 3Y | +74.2% | +22.2% | +51.9% | +61.5% |
| 5Y | +113.1% | +46.7% | +66.4% | +85.8% |
| 10Y | +133.5% | +155.3% | -21.8% | +73.1% |
| All | +2,413.6% | +2,353.7% | +59.9% | +977.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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