+139.4%
IBM vs COMP
-53.0%
+192.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.5% | +0.5% |
| 7D | -1.5% | +7.2% | -8.7% | -2.0% |
| 30D | +8.4% | +6.4% | +2.0% | +7.8% |
| 3M | +4.2% | -19.4% | +23.6% | +5.3% |
| 6M | +7.9% | +14.6% | -6.6% | +6.5% |
| YTD | -15.2% | -5.5% | -9.7% | -15.7% |
| 1Y | -18.7% | +13.7% | -32.4% | -20.0% |
| 3Y | +79.2% | +409.7% | -330.5% | +62.7% |
| 5Y | +144.7% | -17.0% | +161.8% | +121.1% |
| All | +139.4% | -53.0% | +192.4% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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