+143.6%
IBM vs COO
+40.2%
+103.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | -1.7% | -2.3% | +0.6% | -1.1% |
| 30D | +10.1% | +13.3% | -3.2% | +6.1% |
| 3M | +4.8% | -18.1% | +22.9% | +10.4% |
| 6M | +12.6% | +6.7% | +5.9% | +9.6% |
| YTD | -13.9% | -23.2% | +9.3% | -7.7% |
| 1Y | -18.7% | -12.3% | -6.4% | -16.3% |
| 3Y | +81.9% | -23.6% | +105.5% | +88.0% |
| 5Y | +148.3% | -38.7% | +187.0% | +172.0% |
| 10Y | +143.6% | +42.2% | +101.4% | +106.4% |
| All | +143.6% | +40.2% | +103.5% | +106.4% |
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