+143.6%
IBM vs D
+47.5%
+96.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -1.7% | -2.4% | +0.7% | -0.9% |
| 30D | +10.1% | +9.0% | +1.1% | +6.8% |
| 3M | +4.8% | +1.0% | +3.9% | +4.3% |
| 6M | +12.6% | +11.0% | +1.6% | +8.0% |
| YTD | -13.9% | +19.8% | -33.7% | -19.9% |
| 1Y | -18.7% | +16.0% | -34.7% | -23.5% |
| 3Y | +81.9% | +74.4% | +7.6% | +44.0% |
| 5Y | +148.3% | +13.5% | +134.8% | +130.9% |
| 10Y | +143.6% | +48.4% | +95.3% | +106.3% |
| All | +143.6% | +47.5% | +96.2% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling