-20.2%
IBM vs DAR
+59.8%
-80.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.4% |
| 7D | -0.3% | +9.2% | -9.5% | -0.3% |
| 30D | +6.8% | -12.3% | +19.0% | +6.4% |
| 3M | +4.4% | -12.7% | +17.1% | +3.9% |
| 6M | +13.2% | -12.8% | +26.0% | +13.3% |
| YTD | -15.1% | +53.8% | -68.9% | -16.9% |
| 1Y | -20.2% | +60.3% | -80.5% | -21.8% |
| All | -20.2% | +59.8% | -80.0% | -21.8% |
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