+2,413.6%
IBM vs COO
+5,988.7%
-3,575.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -0.3% | -2.2% | +1.9% | -0.2% |
| 30D | +0.3% | -7.0% | +7.3% | +0.7% |
| 3M | -21.6% | +12.2% | -33.8% | -22.2% |
| 6M | -4.7% | -15.1% | +10.4% | -3.8% |
| YTD | -19.1% | -15.1% | -4.0% | -18.3% |
| 1Y | -2.5% | +2.3% | -4.8% | -2.7% |
| 3Y | +74.2% | -23.7% | +97.8% | +76.1% |
| 5Y | +113.1% | -38.9% | +152.1% | +117.6% |
| 10Y | +133.5% | +49.9% | +83.6% | +127.3% |
| All | +2,413.6% | +5,988.7% | -3,575.1% | +2,152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling