-18.7%
IBM vs DG
+41.0%
-59.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -1.5% | +5.2% | -6.7% | -2.6% |
| 30D | +8.4% | +7.9% | +0.5% | +6.5% |
| 3M | +4.2% | +12.7% | -8.5% | +1.2% |
| 6M | +7.9% | +22.4% | -14.5% | +3.4% |
| YTD | -15.2% | +5.4% | -20.6% | -19.0% |
| 1Y | -18.7% | +39.4% | -58.1% | -25.0% |
| All | -18.7% | +41.0% | -59.7% | -25.0% |
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