+80.4%
IBM vs COMP
+353.8%
-273.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.7% | -11.6% | -1.9% |
| 7D | -5.0% | +13.4% | -18.4% | -6.2% |
| 30D | +11.1% | +11.1% | 0.0% | +9.7% |
| 3M | +5.7% | -18.8% | +24.5% | +7.4% |
| 6M | +10.1% | +10.5% | -0.4% | +8.1% |
| YTD | -15.6% | -3.4% | -12.2% | -16.3% |
| 1Y | -19.5% | +19.7% | -39.2% | -21.5% |
| 3Y | +80.4% | +381.6% | -301.2% | +57.6% |
| All | +80.4% | +353.8% | -273.4% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling