+146.0%
IBM vs DOW
-15.9%
+161.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.5% |
| 7D | +3.6% | -6.0% | +9.6% | +5.4% |
| 30D | +1.5% | -2.7% | +4.3% | +2.1% |
| 3M | -12.9% | -10.5% | -2.4% | -10.7% |
| 6M | -3.9% | -12.4% | +8.5% | -2.2% |
| YTD | -17.3% | +30.0% | -47.4% | -26.7% |
| 1Y | -5.0% | +27.8% | -32.8% | -16.2% |
| 3Y | +78.2% | -34.9% | +113.1% | +94.2% |
| 5Y | +120.6% | -35.9% | +156.5% | +136.7% |
| All | +146.0% | -15.9% | +161.9% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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