+143.3%
IBM vs DG
-32.0%
+175.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | -2.5% | +0.7% | -3.2% | -2.6% |
| 30D | +8.4% | +7.4% | +0.9% | +7.4% |
| 3M | +4.5% | +8.5% | -4.0% | +3.4% |
| 6M | +7.9% | +21.9% | -14.0% | +5.5% |
| YTD | -15.2% | +4.9% | -20.1% | -16.3% |
| 1Y | -17.6% | +40.4% | -58.0% | -20.7% |
| 3Y | +82.1% | +23.5% | +58.6% | +74.0% |
| 5Y | +143.3% | -32.3% | +175.6% | +156.6% |
| All | +143.3% | -32.0% | +175.4% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling