+2,521.8%
IBM vs EXC
+2,465.1%
+56.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | -5.0% | -1.2% | -3.8% | -4.7% |
| 30D | +11.1% | +10.0% | +1.2% | +8.1% |
| 3M | +5.7% | +1.6% | +4.1% | +5.0% |
| 6M | +10.1% | +3.3% | +6.9% | +8.8% |
| YTD | -15.6% | +7.6% | -23.2% | -17.9% |
| 1Y | -19.5% | +3.5% | -23.0% | -20.9% |
| 3Y | +80.4% | +27.7% | +52.7% | +65.2% |
| 5Y | +140.0% | +41.1% | +98.9% | +111.5% |
| 10Y | +155.0% | +178.2% | -23.2% | +84.7% |
| All | +2,521.8% | +2,465.1% | +56.7% | +1,008.2% |
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