+138.2%
IBM vs COO
-41.6%
+179.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.5% |
| 7D | -5.0% | +4.7% | -9.7% | -5.8% |
| 30D | +11.1% | +13.9% | -2.8% | +8.5% |
| 3M | +5.7% | -14.9% | +20.7% | +8.6% |
| 6M | +10.1% | +2.0% | +8.1% | +9.6% |
| YTD | -15.6% | -23.9% | +8.3% | -11.5% |
| 1Y | -19.5% | -9.6% | -9.9% | -18.1% |
| 3Y | +80.4% | -25.4% | +105.8% | +85.5% |
| All | +138.2% | -41.6% | +179.8% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling