+694.6%
DELL vs IBM
+72.8%
+621.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +25.6% | +0.3% | +25.3% | +25.5% |
| 30D | +17.7% | -1.5% | +19.1% | +18.2% |
| 3M | +33.4% | -16.8% | +50.2% | +37.9% |
| 6M | +266.2% | -9.0% | +275.2% | +266.1% |
| YTD | +328.0% | -20.1% | +348.0% | +348.8% |
| 1Y | +339.6% | -7.0% | +346.6% | +333.7% |
| 3Y | +694.6% | +72.4% | +622.2% | +571.6% |
| All | +694.6% | +72.8% | +621.8% | +571.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling