-13.3%
IBM vs DRI
+34.0%
-47.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +1.5% |
| 7D | +0.4% | +6.5% | -6.1% | +0.2% |
| 30D | +14.8% | +16.4% | -1.6% | +14.3% |
| 3M | +8.9% | +13.6% | -4.7% | +8.2% |
| 6M | +12.4% | +22.0% | -9.6% | +11.2% |
| YTD | -12.4% | +29.3% | -41.7% | -13.8% |
| 1Y | -13.3% | +32.0% | -45.3% | -14.8% |
| All | -13.3% | +34.0% | -47.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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