+131.6%
IBM vs DRI
+350.3%
-218.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.7% |
| 7D | +0.3% | -1.2% | +1.5% | +0.6% |
| 30D | -1.5% | -0.4% | -1.1% | -1.6% |
| 3M | -16.8% | +9.5% | -26.3% | -18.9% |
| 6M | -9.0% | +6.5% | -15.5% | -11.0% |
| YTD | -20.1% | +18.4% | -38.5% | -24.1% |
| 1Y | -7.0% | +4.2% | -11.2% | -9.1% |
| 3Y | +72.4% | +57.1% | +15.3% | +50.3% |
| 5Y | +112.0% | +70.4% | +41.6% | +78.3% |
| 10Y | +131.6% | +354.0% | -222.5% | +60.6% |
| All | +131.6% | +350.3% | -218.7% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling