-13.3%
IBM vs DLR
+11.0%
-24.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.1% |
| 7D | +0.4% | +2.8% | -2.4% | -0.2% |
| 30D | +14.8% | +2.8% | +12.0% | +14.0% |
| 3M | +8.9% | -4.0% | +12.9% | +9.8% |
| 6M | +12.4% | -5.6% | +18.0% | +12.6% |
| YTD | -12.4% | +21.9% | -34.3% | -17.8% |
| 1Y | -13.3% | +13.0% | -26.3% | -17.2% |
| All | -13.3% | +11.0% | -24.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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