+147.3%
IBM vs DAR
+311.7%
-164.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +1.6% | +11.6% | -10.0% | -0.7% |
| 30D | +9.2% | -10.2% | +19.4% | +11.4% |
| 3M | +4.9% | -14.8% | +19.8% | +7.9% |
| 6M | +16.8% | -10.1% | +26.8% | +18.3% |
| YTD | -14.3% | +55.5% | -69.8% | -22.9% |
| 1Y | -16.7% | +61.7% | -78.4% | -25.9% |
| 3Y | +82.2% | +37.2% | +45.1% | +61.5% |
| 5Y | +149.9% | -26.9% | +176.9% | +149.3% |
| All | +147.3% | +311.7% | -164.4% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling