+147.3%
IBM vs DE
+762.0%
-614.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +9.2% | +3.6% | +5.6% | +8.0% |
| 3M | +4.9% | +10.2% | -5.3% | +1.2% |
| 6M | +16.8% | +16.6% | +0.2% | +10.0% |
| YTD | -14.3% | +45.8% | -60.1% | -26.4% |
| 1Y | -16.7% | +43.9% | -60.6% | -28.2% |
| 3Y | +82.2% | +89.6% | -7.4% | +39.4% |
| 5Y | +149.9% | +100.3% | +49.6% | +79.3% |
| All | +147.3% | +762.0% | -614.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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