+149.9%
IBM vs COO
+40.7%
+109.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -0.3% |
| 7D | -2.5% | +4.3% | -6.8% | -3.7% |
| 30D | +8.4% | +17.6% | -9.2% | +3.3% |
| 3M | +4.5% | -13.9% | +18.3% | +8.4% |
| 6M | +7.9% | +6.6% | +1.3% | +5.1% |
| YTD | -15.2% | -22.0% | +6.8% | -9.5% |
| 1Y | -17.6% | -8.8% | -8.8% | -16.1% |
| 3Y | +82.1% | -21.5% | +103.5% | +86.6% |
| 5Y | +143.3% | -41.0% | +184.3% | +171.2% |
| 10Y | +149.9% | +40.9% | +109.0% | +116.0% |
| All | +149.9% | +40.7% | +109.2% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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