+2,544.4%
IBM vs D
+2,488.7%
+55.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | -4.3% | +6.9% | -11.3% | -6.5% |
| 30D | +11.7% | +12.3% | -0.7% | +7.2% |
| 3M | +5.5% | +3.0% | +2.5% | +4.2% |
| 6M | +9.5% | +12.8% | -3.3% | +4.5% |
| YTD | -14.9% | +22.6% | -37.4% | -21.3% |
| 1Y | -17.4% | +21.7% | -39.0% | -23.5% |
| 3Y | +83.3% | +83.9% | -0.7% | +44.4% |
| 5Y | +142.1% | +14.0% | +128.1% | +123.0% |
| 10Y | +157.2% | +45.6% | +111.6% | +112.6% |
| All | +2,544.4% | +2,488.7% | +55.7% | +763.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling