+155.1%
IBM vs DOW
-5.5%
+160.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +1.6% | +5.2% | -3.7% | +0.1% |
| 30D | +9.2% | +13.2% | -4.0% | +5.2% |
| 3M | +4.9% | +10.1% | -5.2% | +1.6% |
| 6M | +16.8% | -13.1% | +29.8% | +20.5% |
| YTD | -14.3% | +46.1% | -60.4% | -26.6% |
| 1Y | -16.7% | +50.0% | -66.7% | -29.5% |
| 3Y | +82.2% | -20.2% | +102.5% | +85.3% |
| 5Y | +149.9% | -27.7% | +177.6% | +158.8% |
| All | +155.1% | -5.5% | +160.6% | +101.7% |
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