+2,521.8%
IBM vs COP
+4,606.6%
-2,084.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -5.0% | -11.5% | +6.6% | -2.2% |
| 30D | +11.1% | +5.0% | +6.2% | +9.7% |
| 3M | +5.7% | +17.5% | -11.8% | +1.4% |
| 6M | +10.1% | +16.2% | -6.1% | +5.6% |
| YTD | -15.6% | +48.8% | -64.4% | -24.3% |
| 1Y | -19.5% | +64.1% | -83.6% | -29.6% |
| 3Y | +80.4% | +25.7% | +54.7% | +65.5% |
| 5Y | +140.0% | +114.4% | +25.6% | +85.9% |
| 10Y | +155.0% | +331.7% | -176.7% | +53.9% |
| All | +2,521.8% | +4,606.6% | -2,084.8% | +954.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling