+4,681.2%
DELL vs IBM
+131.5%
+4,549.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +14.9% | -0.3% | +15.2% | +15.1% |
| 30D | +13.3% | +0.3% | +13.0% | +13.0% |
| 3M | +24.4% | -21.6% | +46.0% | +35.2% |
| 6M | +258.0% | -4.7% | +262.7% | +248.6% |
| YTD | +320.2% | -19.1% | +339.3% | +343.4% |
| 1Y | +319.1% | -2.5% | +321.6% | +295.7% |
| 3Y | +706.5% | +74.2% | +632.4% | +420.6% |
| 5Y | +1,071.9% | +113.1% | +958.8% | +563.9% |
| 10Y | +4,683.5% | +133.5% | +4,549.9% | +2,306.1% |
| All | +4,681.2% | +131.5% | +4,549.8% | +2,312.3% |
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