+2,574.6%
IBM vs DD
+1,155.7%
+1,418.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -1.7% | +3.2% | -5.0% | -2.7% |
| 30D | +10.1% | +20.3% | -10.2% | +4.2% |
| 3M | +4.8% | +8.2% | -3.3% | +2.1% |
| 6M | +12.6% | +3.4% | +9.2% | +10.7% |
| YTD | -13.9% | +30.6% | -44.5% | -21.7% |
| 1Y | -18.7% | +30.6% | -49.4% | -26.1% |
| 3Y | +81.9% | +91.1% | -9.2% | +44.5% |
| 5Y | +148.3% | +68.6% | +79.7% | +101.1% |
| 10Y | +143.6% | +99.9% | +43.7% | +78.7% |
| All | +2,574.6% | +1,155.7% | +1,418.9% | +941.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling