+149.9%
IBM vs DAR
+288.2%
-138.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -0.5% |
| 7D | -2.5% | -2.8% | +0.2% | -2.0% |
| 30D | +8.4% | -12.8% | +21.2% | +11.2% |
| 3M | +4.5% | -11.6% | +16.0% | +6.6% |
| 6M | +7.9% | -16.8% | +24.7% | +11.0% |
| YTD | -15.2% | +45.9% | -61.1% | -22.8% |
| 1Y | -17.6% | +61.5% | -79.1% | -26.7% |
| 3Y | +82.1% | +23.0% | +59.1% | +65.3% |
| 5Y | +143.3% | -35.8% | +179.2% | +150.7% |
| 10Y | +149.9% | +280.4% | -130.5% | +43.9% |
| All | +149.9% | +288.2% | -138.3% | +43.9% |
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