-13.3%
IBM vs COP
+61.7%
-74.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +1.9% |
| 7D | +0.4% | -8.1% | +8.6% | +0.8% |
| 30D | +14.8% | +6.7% | +8.1% | +14.6% |
| 3M | +8.9% | +16.9% | -8.0% | +9.2% |
| 6M | +12.4% | +11.2% | +1.3% | +12.3% |
| YTD | -12.4% | +49.5% | -61.9% | -15.6% |
| 1Y | -13.3% | +60.7% | -74.0% | -16.9% |
| All | -13.3% | +61.7% | -74.9% | -16.9% |
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