+2,662.4%
DELL vs IBM
+142.6%
+2,519.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.0% | -8.2% | -7.7% |
| 7D | +4.9% | +1.6% | +3.3% | +4.1% |
| 30D | -32.1% | +9.2% | -41.3% | -35.0% |
| 3M | -30.2% | +4.9% | -35.2% | -32.0% |
| 6M | +41.7% | +16.8% | +24.9% | +24.7% |
| YTD | +176.6% | -14.3% | +190.9% | +183.4% |
| 1Y | +159.9% | -16.7% | +176.7% | +171.0% |
| 3Y | +388.0% | +82.2% | +305.7% | +207.7% |
| 5Y | +578.2% | +149.9% | +428.3% | +251.3% |
| All | +2,662.4% | +142.6% | +2,519.8% | +1,216.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling