+2,954.5%
DELL vs IBM
+142.6%
+2,811.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.5% | -3.5% |
| 7D | -18.1% | -1.5% | -16.6% | -17.4% |
| 30D | -42.9% | +8.4% | -51.3% | -45.1% |
| 3M | -26.9% | +4.2% | -31.1% | -28.5% |
| 6M | +28.8% | +7.9% | +20.8% | +18.3% |
| YTD | +168.4% | -15.2% | +183.6% | +176.4% |
| 1Y | +136.8% | -18.7% | +155.5% | +150.1% |
| 3Y | +375.3% | +79.2% | +296.1% | +203.5% |
| 5Y | +551.0% | +144.7% | +406.3% | +243.0% |
| 10Y | +2,566.3% | +141.6% | +2,424.7% | +1,204.3% |
| All | +2,954.5% | +142.6% | +2,811.8% | +1,403.7% |
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