+81.2%
IBM vs DOW
-23.4%
+104.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.7% |
| 7D | -5.0% | -9.5% | +4.5% | -3.9% |
| 30D | +11.1% | +13.1% | -2.0% | +9.6% |
| 3M | +5.7% | +4.8% | +0.9% | +5.0% |
| 6M | +10.1% | -16.7% | +26.8% | +12.4% |
| YTD | -15.6% | +38.9% | -54.5% | -21.6% |
| 1Y | -19.5% | +48.3% | -67.8% | -26.2% |
| All | +81.2% | -23.4% | +104.7% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling