+2,138.4%
IBM vs DRI
+7,978.2%
-5,839.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | -5.0% | +2.8% | -7.8% | -5.6% |
| 30D | +11.1% | +13.3% | -2.1% | +8.0% |
| 3M | +5.7% | +8.2% | -2.5% | +3.6% |
| 6M | +10.1% | +17.5% | -7.4% | +5.7% |
| YTD | -15.6% | +26.9% | -42.5% | -20.7% |
| 1Y | -19.5% | +31.6% | -51.1% | -25.1% |
| 3Y | +80.4% | +67.0% | +13.4% | +57.6% |
| 5Y | +140.0% | +72.9% | +67.1% | +105.3% |
| 10Y | +155.0% | +371.3% | -216.4% | +63.5% |
| All | +2,138.4% | +7,978.2% | -5,839.7% | +694.4% |
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