+144.8%
IBM vs EXPE
+126.2%
+18.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -0.3% | -4.2% | +3.9% | +0.5% |
| 30D | +6.8% | -4.5% | +11.3% | +7.2% |
| 3M | +4.4% | -19.7% | +24.1% | +8.2% |
| 6M | +13.2% | +18.3% | -5.1% | +8.3% |
| YTD | -15.1% | -7.3% | -7.8% | -15.4% |
| 1Y | -20.2% | -3.9% | -16.3% | -21.0% |
| 3Y | +79.3% | +123.0% | -43.7% | +46.9% |
| 5Y | +147.5% | +47.9% | +99.5% | +111.9% |
| All | +144.8% | +126.2% | +18.6% | +63.1% |
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