+143.6%
IBM vs EXPE
+121.2%
+22.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.0% |
| 7D | -1.7% | -17.8% | +16.0% | +1.9% |
| 30D | +10.1% | -3.2% | +13.3% | +10.3% |
| 3M | +4.8% | -19.0% | +23.8% | +8.4% |
| 6M | +12.6% | +17.7% | -5.1% | +7.9% |
| YTD | -13.9% | -7.8% | -6.1% | -14.0% |
| 1Y | -18.7% | -1.4% | -17.4% | -19.9% |
| 3Y | +81.9% | +121.9% | -40.0% | +49.1% |
| 5Y | +148.3% | +44.3% | +104.1% | +113.9% |
| 10Y | +143.6% | +125.4% | +18.2% | +62.1% |
| All | +143.6% | +121.2% | +22.4% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling