-13.3%
IBM vs COST
+12.8%
-26.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.8% |
| 7D | +0.4% | +6.6% | -6.2% | +0.6% |
| 30D | +14.8% | +13.5% | +1.3% | +15.1% |
| 3M | +8.9% | +10.6% | -1.6% | +9.1% |
| 6M | +12.4% | +3.6% | +8.8% | +10.0% |
| YTD | -12.4% | +22.1% | -34.5% | -16.3% |
| 1Y | -13.3% | +11.9% | -25.2% | -18.9% |
| All | -13.3% | +12.8% | -26.1% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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