+112.0%
IBM vs DD
+61.7%
+50.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | -1.5% | -7.4% | +5.9% | +0.2% |
| 3M | -16.8% | -6.4% | -10.3% | -15.7% |
| 6M | -9.0% | -2.5% | -6.6% | -9.2% |
| YTD | -20.1% | +10.2% | -30.3% | -23.1% |
| 1Y | -7.0% | +36.9% | -44.0% | -16.0% |
| 3Y | +72.4% | +47.0% | +25.4% | +49.6% |
| 5Y | +112.0% | +63.1% | +48.8% | +73.3% |
| All | +112.0% | +61.7% | +50.3% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling