+143.3%
DELL vs IBM
-13.0%
+156.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.7% | -10.5% | -9.4% |
| 7D | -24.6% | +0.4% | -25.0% | -24.7% |
| 30D | -32.5% | +14.8% | -47.3% | -35.4% |
| 3M | -20.2% | +8.9% | -29.1% | -22.5% |
| 6M | +76.5% | +12.4% | +64.0% | +63.6% |
| YTD | +198.9% | -12.4% | +211.3% | +204.0% |
| 1Y | +143.3% | -13.3% | +156.6% | +149.1% |
| All | +143.3% | -13.0% | +156.4% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 1y: compounded portfolio wealth divided by compounded IBM 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…
1y analysis · Full analysis span regression · 6 months rolling