-20.2%
IBM vs COP
+61.7%
-81.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | -0.3% | +3.4% | -3.7% | -0.4% |
| 30D | +6.8% | -0.6% | +7.3% | +6.8% |
| 3M | +4.4% | +10.8% | -6.4% | +4.5% |
| 6M | +13.2% | +19.6% | -6.4% | +12.6% |
| YTD | -15.1% | +52.9% | -68.1% | -19.1% |
| 1Y | -20.2% | +62.2% | -82.4% | -25.1% |
| All | -20.2% | +61.7% | -81.9% | -25.1% |
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