+143.6%
IBM vs COST
+776.8%
-633.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.8% |
| 7D | -1.7% | +3.9% | -5.7% | -3.1% |
| 30D | +10.1% | +13.5% | -3.4% | +5.2% |
| 3M | +4.8% | +15.3% | -10.5% | -0.6% |
| 6M | +12.6% | +9.2% | +3.5% | +8.5% |
| YTD | -13.9% | +26.9% | -40.8% | -21.9% |
| 1Y | -18.7% | +19.7% | -38.4% | -24.7% |
| 3Y | +81.9% | +96.0% | -14.1% | +37.1% |
| 5Y | +148.3% | +124.0% | +24.3% | +73.0% |
| 10Y | +143.6% | +760.6% | -617.0% | +5.3% |
| All | +143.6% | +776.8% | -633.1% | +5.3% |
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