+147.3%
IBM vs DIS
+32.4%
+114.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +1.6% | +1.9% | -0.3% | +0.9% |
| 30D | +9.2% | +9.2% | 0.0% | +6.1% |
| 3M | +4.9% | +13.5% | -8.6% | +0.4% |
| 6M | +16.8% | +14.3% | +2.5% | +11.3% |
| YTD | -14.3% | +5.4% | -19.7% | -16.4% |
| 1Y | -16.7% | +12.2% | -28.9% | -20.5% |
| 3Y | +82.2% | +37.2% | +45.0% | +58.7% |
| 5Y | +149.9% | -23.1% | +173.1% | +163.8% |
| All | +147.3% | +32.4% | +114.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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