+144.8%
IBM vs DRI
+330.2%
-185.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +6.8% | +10.8% | -4.1% | +4.0% |
| 3M | +4.4% | +0.9% | +3.5% | +3.9% |
| 6M | +13.2% | +16.3% | -3.1% | +8.4% |
| YTD | -15.1% | +27.8% | -42.9% | -21.0% |
| 1Y | -20.2% | +33.9% | -54.0% | -26.7% |
| 3Y | +79.3% | +67.2% | +12.1% | +53.8% |
| 5Y | +147.5% | +79.0% | +68.5% | +105.6% |
| All | +144.8% | +330.2% | -185.4% | +73.8% |
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 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