+2,383.6%
IBM vs DE
+14,571.6%
-12,188.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.7% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | -1.5% | +9.6% | -11.1% | -4.1% |
| 3M | -16.8% | +19.0% | -35.7% | -20.9% |
| 6M | -9.0% | +16.1% | -25.1% | -13.4% |
| YTD | -20.1% | +47.0% | -67.1% | -29.0% |
| 1Y | -7.0% | +43.1% | -50.2% | -16.9% |
| 3Y | +72.4% | +77.5% | -5.1% | +43.6% |
| 5Y | +112.0% | +96.4% | +15.6% | +67.7% |
| 10Y | +131.6% | +852.9% | -721.3% | +18.8% |
| All | +2,383.6% | +14,571.6% | -12,188.0% | +533.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling