+847.9%
IBM vs DIA
+1,119.2%
-271.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.3% |
| 7D | -1.5% | +0.9% | -2.4% | -2.4% |
| 30D | +8.4% | +1.1% | +7.3% | +7.2% |
| 3M | +4.2% | -2.9% | +7.1% | +7.0% |
| 6M | +7.9% | +5.9% | +2.0% | +2.5% |
| YTD | -15.2% | +9.8% | -25.0% | -21.9% |
| 1Y | -18.7% | +11.7% | -30.5% | -26.3% |
| 3Y | +79.2% | +59.5% | +19.7% | +17.3% |
| 5Y | +144.7% | +57.5% | +87.2% | +60.2% |
| 10Y | +141.6% | +235.9% | -94.3% | -21.2% |
| All | +847.9% | +1,119.2% | -271.3% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling