+143.8%
IBM vs COPX
+583.8%
-440.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.6% | -2.3% | +5.9% | +4.1% |
| 30D | +3.1% | +0.3% | +2.8% | +2.9% |
| 3M | -10.8% | +6.8% | -17.7% | -13.2% |
| 6M | -0.8% | +7.9% | -8.8% | -4.5% |
| YTD | -16.2% | +23.7% | -39.9% | -23.1% |
| 1Y | -2.9% | +71.5% | -74.4% | -19.0% |
| 3Y | +79.8% | +149.1% | -69.3% | +30.2% |
| 5Y | +124.9% | +167.3% | -42.4% | +53.1% |
| All | +143.8% | +583.8% | -440.0% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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