+144.8%
IBM vs DAR
+307.1%
-162.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.9% |
| 7D | -0.3% | +9.2% | -9.5% | -2.1% |
| 30D | +6.8% | -12.3% | +19.0% | +9.4% |
| 3M | +4.4% | -12.7% | +17.1% | +6.8% |
| 6M | +13.2% | -12.8% | +26.0% | +15.4% |
| YTD | -15.1% | +53.8% | -68.9% | -23.5% |
| 1Y | -20.2% | +60.3% | -80.5% | -28.8% |
| 3Y | +79.3% | +31.7% | +47.6% | +60.4% |
| 5Y | +147.5% | -27.7% | +175.2% | +147.4% |
| All | +144.8% | +307.1% | -162.3% | +38.7% |
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