+138.2%
IBM vs COMP
-17.6%
+155.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.7% | -11.6% | -1.6% |
| 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% | +6.9% |
| 6M | +10.1% | +10.5% | -0.4% | +8.8% |
| YTD | -15.6% | -3.4% | -12.2% | -16.2% |
| 1Y | -19.5% | +19.7% | -39.2% | -21.1% |
| 3Y | +80.4% | +381.6% | -301.2% | +62.4% |
| All | +138.2% | -17.6% | +155.8% | +119.0% |
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