+476.9%
IBM vs EXPE
+727.6%
-250.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | +0.1% |
| 7D | -5.0% | -9.3% | +4.4% | -3.5% |
| 30D | +11.1% | +0.1% | +11.0% | +10.6% |
| 3M | +5.7% | -15.3% | +21.0% | +8.3% |
| 6M | +10.1% | +5.5% | +4.6% | +7.8% |
| YTD | -15.6% | -8.0% | -7.6% | -15.6% |
| 1Y | -19.5% | +18.9% | -38.4% | -23.6% |
| 3Y | +80.4% | +135.5% | -55.1% | +47.0% |
| 5Y | +140.0% | +44.3% | +95.7% | +105.8% |
| 10Y | +155.0% | +117.7% | +37.2% | +86.6% |
| All | +476.9% | +727.6% | -250.7% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling