+335.6%
DELL vs IBM
-5.2%
+340.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | -0.8% |
| 7D | +8.7% | +3.6% | +5.2% | +7.6% |
| 30D | +16.9% | +1.5% | +15.4% | +16.3% |
| 3M | +40.4% | -12.9% | +53.3% | +42.1% |
| 6M | +267.1% | -3.9% | +271.0% | +258.4% |
| YTD | +329.1% | -17.3% | +346.4% | +346.5% |
| All | +335.6% | -5.2% | +340.8% | +361.8% |
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