-13.3%
IBM vs DAR
+63.3%
-76.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.7% |
| 7D | +0.4% | -5.7% | +6.1% | +0.3% |
| 30D | +14.8% | -16.6% | +31.4% | +14.3% |
| 3M | +8.9% | -13.1% | +22.0% | +8.6% |
| 6M | +12.4% | -18.8% | +31.2% | +12.7% |
| YTD | -12.4% | +45.3% | -57.7% | -13.8% |
| 1Y | -13.3% | +60.6% | -73.9% | -14.8% |
| All | -13.3% | +63.3% | -76.6% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling