+138.2%
IBM vs D
+12.5%
+125.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -5.0% | +3.0% | -7.9% | -5.6% |
| 30D | +11.1% | +11.5% | -0.4% | +8.5% |
| 3M | +5.7% | +3.7% | +2.0% | +4.8% |
| 6M | +10.1% | +13.5% | -3.4% | +6.6% |
| YTD | -15.6% | +20.7% | -36.3% | -19.6% |
| 1Y | -19.5% | +18.2% | -37.8% | -23.0% |
| 3Y | +80.4% | +73.3% | +7.1% | +54.6% |
| All | +138.2% | +12.5% | +125.7% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling