+123.0%
IBM vs DTE
+30.3%
+92.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.3% |
| 7D | +3.6% | -2.6% | +6.1% | +4.4% |
| 30D | +3.1% | -4.4% | +7.5% | +4.4% |
| 3M | -10.8% | -8.3% | -2.5% | -8.4% |
| 6M | -0.8% | -8.1% | +7.3% | +1.6% |
| YTD | -16.2% | +4.4% | -20.6% | -18.0% |
| 1Y | -2.9% | +0.2% | -3.0% | -3.7% |
| 3Y | +79.8% | +42.6% | +37.2% | +55.8% |
| All | +123.0% | +30.3% | +92.8% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling