+115.5%
IBM vs COMP
-31.2%
+146.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | +0.3% | -13.3% | +13.6% | +1.1% |
| 3M | -21.6% | +41.1% | -62.7% | -23.5% |
| 6M | -4.7% | +17.2% | -21.9% | -6.3% |
| YTD | -19.1% | +5.2% | -24.3% | -19.9% |
| 1Y | -2.5% | +18.9% | -21.4% | -4.4% |
| 3Y | +74.2% | +215.9% | -141.8% | +60.0% |
| All | +115.5% | -31.2% | +146.7% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling