+131.6%
IBM vs DIA
+246.5%
-114.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -1.5% | -2.1% | +0.6% | +0.4% |
| 3M | -16.8% | +4.2% | -20.9% | -19.9% |
| 6M | -9.0% | +11.9% | -20.9% | -17.9% |
| YTD | -20.1% | +10.8% | -30.9% | -27.0% |
| 1Y | -7.0% | +17.5% | -24.5% | -19.4% |
| 3Y | +72.4% | +59.9% | +12.4% | +12.8% |
| 5Y | +112.0% | +64.1% | +47.8% | +34.1% |
| 10Y | +131.6% | +246.2% | -114.7% | -30.2% |
| All | +131.6% | +246.5% | -114.9% | -30.2% |
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