+159.1%
IBM vs EXE
+161.7%
-2.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.0% |
| 7D | -2.2% | -2.2% | 0.0% | -1.9% |
| 30D | +7.7% | -0.3% | +8.0% | +7.6% |
| 3M | +3.5% | -9.3% | +12.8% | +4.7% |
| 6M | +7.2% | -7.2% | +14.4% | +8.0% |
| YTD | -15.8% | -18.9% | +3.1% | -13.7% |
| 1Y | -19.3% | -21.7% | +2.4% | -16.9% |
| 3Y | +78.0% | +21.0% | +57.0% | +70.8% |
| 5Y | +143.0% | +76.0% | +67.1% | +117.2% |
| All | +159.1% | +161.7% | -2.6% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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