-7.0%
IBM vs DIA
+17.7%
-24.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | +0.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -1.5% | -2.1% | +0.6% | +1.1% |
| 3M | -16.8% | +4.2% | -20.9% | -21.0% |
| 6M | -9.0% | +11.9% | -20.9% | -20.4% |
| YTD | -20.1% | +10.8% | -30.9% | -27.6% |
| 1Y | -7.0% | +17.5% | -24.5% | -19.5% |
| All | -7.0% | +17.7% | -24.7% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling