+125.7%
IBM vs COMP
-49.4%
+175.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.0% |
| 7D | +0.3% | +4.1% | -3.8% | +0.1% |
| 30D | -1.5% | -14.5% | +13.1% | -0.6% |
| 3M | -16.8% | +41.8% | -58.6% | -18.7% |
| 6M | -9.0% | +23.6% | -32.6% | -10.8% |
| YTD | -20.1% | +1.7% | -21.8% | -20.7% |
| 1Y | -7.0% | +12.6% | -19.6% | -8.4% |
| 3Y | +72.4% | +221.9% | -149.5% | +59.1% |
| 5Y | +112.0% | -28.1% | +140.1% | +90.4% |
| All | +125.7% | -49.4% | +175.1% | +96.8% |
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