-2.5%
IBM vs EXPE
+40.7%
-43.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -0.3% | -9.5% | +9.2% | +2.4% |
| 30D | +0.3% | -6.6% | +6.9% | +1.8% |
| 3M | -21.6% | +31.4% | -53.0% | -27.9% |
| 6M | -4.7% | +35.2% | -39.9% | -13.3% |
| YTD | -19.1% | +5.8% | -24.9% | -24.0% |
| 1Y | -2.5% | +38.7% | -41.2% | -9.4% |
| All | -2.5% | +40.7% | -43.2% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling