+55.8%
DELL vs IBM
+10.6%
+45.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.2% |
| 7D | +17.1% | -0.3% | +17.4% | +17.3% |
| 30D | -35.1% | +6.8% | -41.8% | -36.2% |
| 3M | -23.3% | +4.4% | -27.7% | -24.2% |
| 6M | +55.8% | +13.2% | +42.6% | +17.4% |
| All | +55.8% | +10.6% | +45.3% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling