+131.6%
IBM vs EXEL
+380.2%
-248.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | -1.5% | +6.7% | -8.1% | -2.3% |
| 3M | -16.8% | +11.5% | -28.2% | -17.9% |
| 6M | -9.0% | +38.8% | -47.8% | -13.1% |
| YTD | -20.1% | +31.6% | -51.6% | -23.2% |
| 1Y | -7.0% | +53.0% | -60.0% | -12.6% |
| 3Y | +72.4% | +160.8% | -88.5% | +48.8% |
| 5Y | +112.0% | +190.1% | -78.1% | +78.1% |
| 10Y | +131.6% | +367.0% | -235.4% | +89.6% |
| All | +131.6% | +380.2% | -248.6% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling