+77.4%
IBM vs COPX
+168.3%
-91.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.4% | +3.3% |
| 7D | +3.6% | +6.0% | -2.4% | +3.0% |
| 30D | +1.5% | +6.4% | -4.9% | +1.0% |
| 3M | -12.9% | +19.3% | -32.2% | -14.4% |
| 6M | -3.9% | +16.2% | -20.1% | -5.4% |
| YTD | -17.3% | +33.2% | -50.5% | -21.0% |
| 1Y | -5.0% | +90.2% | -95.2% | -14.5% |
| All | +77.4% | +168.3% | -91.0% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling