+3,290.5%
DELL vs IBM
+142.8%
+3,147.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | 0.0% |
| 7D | +17.1% | -0.3% | +17.4% | +17.4% |
| 30D | -35.1% | +6.8% | -41.8% | -37.1% |
| 3M | -23.3% | +4.4% | -27.7% | -25.0% |
| 6M | +55.8% | +13.2% | +42.6% | +39.5% |
| YTD | +198.0% | -15.1% | +213.1% | +207.0% |
| 1Y | +166.6% | -20.2% | +186.8% | +184.8% |
| 3Y | +427.6% | +79.3% | +348.3% | +237.0% |
| 5Y | +630.6% | +147.5% | +483.2% | +282.7% |
| 10Y | +2,866.3% | +140.2% | +2,726.1% | +1,354.3% |
| All | +3,290.5% | +142.8% | +3,147.7% | +1,569.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling