+138.2%
IBM vs COMP
-52.0%
+190.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.7% | -11.6% | -1.5% |
| 7D | -5.0% | +13.4% | -18.4% | -5.8% |
| 30D | +11.1% | +11.1% | 0.0% | +10.2% |
| 3M | +5.7% | -18.8% | +24.5% | +6.8% |
| 6M | +10.1% | +10.5% | -0.4% | +8.9% |
| YTD | -15.6% | -3.4% | -12.2% | -16.2% |
| 1Y | -19.5% | +19.7% | -39.2% | -21.0% |
| 3Y | +80.4% | +381.6% | -301.2% | +64.1% |
| 5Y | +140.0% | -17.6% | +157.6% | +116.4% |
| All | +138.2% | -52.0% | +190.2% | +108.0% |
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