+2,413.6%
IBM vs D
+2,347.4%
+66.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | +0.3% | -3.6% | +3.8% | +1.5% |
| 3M | -21.6% | -1.0% | -20.6% | -21.5% |
| 6M | -4.7% | +6.3% | -11.0% | -7.2% |
| YTD | -19.1% | +14.7% | -33.8% | -23.3% |
| 1Y | -2.5% | +16.9% | -19.4% | -8.4% |
| 3Y | +74.2% | +56.8% | +17.4% | +44.9% |
| 5Y | +113.1% | +5.2% | +107.9% | +101.8% |
| 10Y | +133.5% | +35.9% | +97.7% | +97.8% |
| All | +2,413.6% | +2,347.4% | +66.2% | +737.4% |
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