+131.6%
IBM vs DAR
+367.0%
-235.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.8% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | -1.5% | +13.0% | -14.4% | -4.1% |
| 3M | -16.8% | +15.0% | -31.8% | -19.5% |
| 6M | -9.0% | +26.8% | -35.9% | -14.1% |
| YTD | -20.1% | +86.4% | -106.5% | -30.5% |
| 1Y | -7.0% | +115.1% | -122.1% | -22.1% |
| 3Y | +72.4% | +14.6% | +57.8% | +61.0% |
| 5Y | +112.0% | -8.8% | +120.8% | +101.2% |
| 10Y | +131.6% | +356.5% | -225.0% | +29.3% |
| All | +131.6% | +367.0% | -235.5% | +29.3% |
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