-2.5%
IBM vs DG
+23.4%
-25.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -0.3% | +8.4% | -8.7% | -1.6% |
| 30D | +0.3% | +4.9% | -4.7% | -0.6% |
| 3M | -21.6% | +29.3% | -50.9% | -23.9% |
| 6M | -4.7% | -11.3% | +6.6% | -7.6% |
| YTD | -19.1% | +1.8% | -20.8% | -21.3% |
| 1Y | -2.5% | +25.3% | -27.8% | -4.0% |
| All | -2.5% | +23.4% | -25.9% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling