+2,046.1%
IBM vs DRI
+7,577.6%
-5,531.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +0.3% | +3.8% | -3.6% | -0.7% |
| 3M | -21.6% | +13.0% | -34.6% | -24.0% |
| 6M | -4.7% | +8.3% | -13.0% | -7.0% |
| YTD | -19.1% | +20.6% | -39.7% | -23.0% |
| 1Y | -2.5% | +6.5% | -9.0% | -4.9% |
| 3Y | +74.2% | +53.7% | +20.4% | +55.0% |
| 5Y | +113.1% | +72.7% | +40.5% | +82.3% |
| 10Y | +133.5% | +363.2% | -229.6% | +50.5% |
| All | +2,046.1% | +7,577.6% | -5,531.6% | +671.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling