-2.5%
IBM vs COST
-3.4%
+0.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | 0.0% |
| 7D | -0.3% | -3.1% | +2.8% | -0.4% |
| 30D | +0.3% | -2.8% | +3.1% | +0.2% |
| 3M | -21.6% | -5.7% | -15.9% | -22.3% |
| 6M | -4.7% | -8.8% | +4.1% | -6.4% |
| YTD | -19.1% | +6.7% | -25.7% | -21.7% |
| 1Y | -2.5% | -3.6% | +1.1% | -5.5% |
| All | -2.5% | -3.4% | +0.9% | -5.5% |
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