+144.5%
IBM vs DG
+102.6%
+41.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +6.0% | +3.8% |
| 7D | +3.6% | -4.8% | +8.4% | +4.4% |
| 30D | +1.5% | +1.8% | -0.2% | +1.1% |
| 3M | -12.9% | +14.5% | -27.4% | -14.9% |
| 6M | -3.9% | -13.6% | +9.6% | -1.9% |
| YTD | -17.3% | -4.8% | -12.5% | -17.2% |
| 1Y | -5.0% | +21.6% | -26.6% | -9.1% |
| 3Y | +78.2% | +4.5% | +73.7% | +69.7% |
| 5Y | +120.6% | -38.5% | +159.1% | +135.3% |
| 10Y | +144.5% | +102.2% | +42.3% | +94.4% |
| All | +144.5% | +102.6% | +41.9% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling