+120.6%
IBM vs DE
+96.1%
+24.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.5% |
| 7D | +3.6% | -3.0% | +6.6% | +4.1% |
| 30D | +1.5% | +11.1% | -9.6% | -0.5% |
| 3M | -12.9% | +17.6% | -30.5% | -15.6% |
| 6M | -3.9% | +13.6% | -17.5% | -6.6% |
| YTD | -17.3% | +46.3% | -63.6% | -24.5% |
| 1Y | -5.0% | +44.2% | -49.2% | -13.0% |
| 3Y | +78.2% | +76.6% | +1.6% | +55.0% |
| 5Y | +120.6% | +98.2% | +22.4% | +85.9% |
| All | +120.6% | +96.1% | +24.5% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling