+73.9%
IBM vs COO
-23.4%
+97.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -0.3% | -2.2% | +1.9% | +0.1% |
| 30D | +0.3% | -7.0% | +7.3% | +1.4% |
| 3M | -21.6% | +12.2% | -33.8% | -22.6% |
| 6M | -4.7% | -15.1% | +10.4% | -2.4% |
| YTD | -19.1% | -15.1% | -4.0% | -17.1% |
| 1Y | -2.5% | +2.3% | -4.8% | -2.3% |
| All | +73.9% | -23.4% | +97.4% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling