+149.9%
IBM vs EXPE
+119.8%
+30.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.5% | -13.3% | +10.8% | 0.0% |
| 30D | +8.4% | -5.5% | +13.8% | +9.1% |
| 3M | +4.5% | -16.5% | +20.9% | +7.4% |
| 6M | +7.9% | +13.1% | -5.2% | +4.2% |
| YTD | -15.2% | -8.0% | -7.2% | -15.3% |
| 1Y | -17.6% | +1.1% | -18.7% | -19.2% |
| 3Y | +82.1% | +131.2% | -49.1% | +48.1% |
| 5Y | +143.3% | +39.8% | +103.6% | +111.3% |
| 10Y | +149.9% | +118.5% | +31.5% | +68.7% |
| All | +149.9% | +119.8% | +30.1% | +68.7% |
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