-2.5%
IBM vs COP
+46.5%
-49.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -0.3% | +3.0% | -3.3% | -0.3% |
| 30D | +0.3% | +17.5% | -17.2% | +0.3% |
| 3M | -21.6% | +13.4% | -35.0% | -21.9% |
| 6M | -4.7% | +17.7% | -22.4% | -5.3% |
| YTD | -19.1% | +46.6% | -65.7% | -21.2% |
| 1Y | -2.5% | +44.6% | -47.1% | -3.8% |
| All | -2.5% | +46.5% | -49.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling