+159.9%
DELL vs IBM
-18.7%
+178.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.0% | -8.2% | -7.5% |
| 7D | +4.9% | +1.6% | +3.3% | +4.4% |
| 30D | -32.1% | +9.2% | -41.3% | -33.9% |
| 3M | -30.2% | +4.9% | -35.2% | -31.3% |
| 6M | +41.7% | +16.8% | +24.9% | +29.7% |
| YTD | +176.6% | -14.3% | +190.9% | +184.7% |
| 1Y | +159.9% | -16.7% | +176.7% | +175.4% |
| All | +159.9% | -18.7% | +178.6% | +175.4% |
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