+2,574.6%
IBM vs DE
+14,844.7%
-12,270.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -1.7% | +2.3% | -4.0% | -2.3% |
| 30D | +10.1% | +9.3% | +0.7% | +7.5% |
| 3M | +4.8% | +12.2% | -7.4% | +1.3% |
| 6M | +12.6% | +18.1% | -5.5% | +6.9% |
| YTD | -13.9% | +49.8% | -63.7% | -24.0% |
| 1Y | -18.7% | +46.4% | -65.1% | -27.8% |
| 3Y | +81.9% | +92.5% | -10.6% | +48.2% |
| 5Y | +148.3% | +107.4% | +40.9% | +93.7% |
| 10Y | +143.6% | +784.1% | -640.4% | +27.1% |
| All | +2,574.6% | +14,844.7% | -12,270.1% | +578.5% |
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