+150.1%
IBM vs COP
+133.8%
+16.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | +1.6% | +4.4% | -2.8% | +1.0% |
| 30D | +9.2% | 0.0% | +9.2% | +9.1% |
| 3M | +4.9% | +15.0% | -10.1% | +3.0% |
| 6M | +16.8% | +22.0% | -5.2% | +13.5% |
| YTD | -14.3% | +55.3% | -69.6% | -19.9% |
| 1Y | -16.7% | +64.1% | -80.8% | -22.9% |
| 3Y | +82.2% | +34.1% | +48.2% | +71.4% |
| All | +150.1% | +133.8% | +16.3% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling