-18.7%
IBM vs DIA
+12.2%
-30.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.4% |
| 7D | -1.5% | +0.9% | -2.4% | -2.7% |
| 30D | +8.4% | +1.1% | +7.3% | +6.8% |
| 3M | +4.2% | -2.9% | +7.1% | +7.9% |
| 6M | +7.9% | +5.9% | +2.0% | +0.7% |
| YTD | -15.2% | +9.8% | -25.0% | -21.9% |
| 1Y | -18.7% | +11.7% | -30.5% | -26.6% |
| All | -18.7% | +12.2% | -30.9% | -26.6% |
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