+147.3%
IBM vs DIA
+235.1%
-87.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +1.6% | +2.1% | -0.6% | -0.4% |
| 30D | +9.2% | +1.5% | +7.7% | +7.7% |
| 3M | +4.9% | -2.4% | +7.4% | +7.3% |
| 6M | +16.8% | +6.0% | +10.8% | +10.9% |
| YTD | -14.3% | +10.1% | -24.4% | -21.2% |
| 1Y | -16.7% | +11.8% | -28.5% | -24.6% |
| 3Y | +82.2% | +59.7% | +22.5% | +19.4% |
| 5Y | +149.9% | +57.9% | +92.1% | +64.1% |
| All | +147.3% | +235.1% | -87.8% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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