+144.5%
IBM vs COST
+600.2%
-455.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.7% |
| 7D | +3.6% | -2.8% | +6.3% | +4.6% |
| 30D | +1.5% | -5.3% | +6.8% | +3.4% |
| 3M | -12.9% | -6.7% | -6.2% | -10.8% |
| 6M | -3.9% | -9.9% | +6.0% | -0.9% |
| YTD | -17.3% | +5.1% | -22.5% | -19.8% |
| 1Y | -5.0% | -7.3% | +2.3% | -3.5% |
| 3Y | +78.2% | +70.4% | +7.8% | +41.1% |
| 5Y | +120.6% | +104.4% | +16.2% | +57.0% |
| 10Y | +144.5% | +609.0% | -464.5% | +12.0% |
| All | +144.5% | +600.2% | -455.7% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling