+149.6%
IBM vs D
+42.6%
+107.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -5.0% | +3.0% | -7.9% | -5.9% |
| 30D | +11.1% | +11.5% | -0.4% | +7.0% |
| 3M | +5.7% | +3.7% | +2.0% | +4.2% |
| 6M | +10.1% | +13.5% | -3.4% | +4.8% |
| YTD | -15.6% | +20.7% | -36.3% | -21.6% |
| 1Y | -19.5% | +18.2% | -37.8% | -24.8% |
| 3Y | +80.4% | +73.3% | +7.1% | +43.5% |
| 5Y | +140.0% | +12.3% | +127.7% | +124.5% |
| All | +149.6% | +42.6% | +107.0% | +119.2% |
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