+375.3%
DELL vs IBM
+81.1%
+294.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.5% | -3.5% |
| 7D | -18.1% | -1.5% | -16.6% | -17.6% |
| 30D | -42.9% | +8.4% | -51.3% | -44.4% |
| 3M | -26.9% | +4.2% | -31.1% | -28.0% |
| 6M | +28.8% | +7.9% | +20.8% | +21.4% |
| YTD | +168.4% | -15.2% | +183.6% | +176.0% |
| 1Y | +136.8% | -18.7% | +155.5% | +148.0% |
| 3Y | +375.3% | +79.2% | +296.1% | +286.6% |
| All | +375.3% | +81.1% | +294.2% | +286.6% |
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