+144.5%
IBM vs COP
+334.3%
-189.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.1% |
| 7D | +3.6% | -0.5% | +4.0% | +3.7% |
| 30D | +1.5% | +11.7% | -10.2% | -1.2% |
| 3M | -12.9% | +17.7% | -30.6% | -16.5% |
| 6M | -3.9% | +18.3% | -22.2% | -8.4% |
| YTD | -17.3% | +49.1% | -66.4% | -25.9% |
| 1Y | -5.0% | +53.3% | -58.3% | -15.7% |
| 3Y | +78.2% | +22.2% | +56.1% | +64.3% |
| 5Y | +120.6% | +193.3% | -72.7% | +51.8% |
| 10Y | +144.5% | +340.2% | -195.8% | +44.4% |
| All | +144.5% | +334.3% | -189.8% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling