-18.7%
IBM vs COMP
+16.2%
-34.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.5% | +1.1% |
| 7D | -1.5% | +7.2% | -8.7% | -2.8% |
| 30D | +8.4% | +6.4% | +2.0% | +6.9% |
| 3M | +4.2% | -19.4% | +23.6% | +6.8% |
| 6M | +7.9% | +14.6% | -6.6% | +3.8% |
| YTD | -15.2% | -5.5% | -9.7% | -10.5% |
| 1Y | -18.7% | +13.7% | -32.4% | -18.5% |
| All | -18.7% | +16.2% | -34.9% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling