+144.5%
IBM vs EXPE
+153.6%
-9.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.5% |
| 7D | +3.6% | -11.5% | +15.1% | +6.0% |
| 30D | +1.5% | -13.1% | +14.6% | +4.1% |
| 3M | -12.9% | +18.1% | -31.1% | -16.1% |
| 6M | -3.9% | +13.3% | -17.2% | -6.9% |
| YTD | -17.3% | -3.2% | -14.1% | -17.8% |
| 1Y | -5.0% | +26.1% | -31.1% | -10.6% |
| 3Y | +78.2% | +151.7% | -73.5% | +42.8% |
| 5Y | +120.6% | +88.3% | +32.3% | +78.8% |
| 10Y | +144.5% | +158.0% | -13.6% | +57.6% |
| All | +144.5% | +153.6% | -9.1% | +57.6% |
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