+144.5%
IBM vs DD
+64.9%
+79.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +6.0% | +4.2% |
| 7D | +3.6% | -3.8% | +7.3% | +4.8% |
| 30D | +1.5% | -9.2% | +10.8% | +4.8% |
| 3M | -12.9% | -9.0% | -3.9% | -10.5% |
| 6M | -3.9% | -5.0% | +1.1% | -3.4% |
| YTD | -17.3% | +7.4% | -24.7% | -21.0% |
| 1Y | -5.0% | +35.1% | -40.1% | -16.8% |
| 3Y | +78.2% | +43.2% | +35.0% | +48.2% |
| 5Y | +120.6% | +59.6% | +61.0% | +70.8% |
| 10Y | +144.5% | +66.5% | +78.0% | +65.2% |
| All | +144.5% | +64.9% | +79.5% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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