+72.4%
IBM vs COST
+72.5%
-0.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.3% | -3.2% | +3.5% | +1.0% |
| 30D | -1.5% | -4.0% | +2.5% | -0.6% |
| 3M | -16.8% | -6.5% | -10.3% | -15.6% |
| 6M | -9.0% | -8.5% | -0.5% | -7.8% |
| YTD | -20.1% | +6.0% | -26.1% | -22.8% |
| 1Y | -7.0% | -5.8% | -1.2% | -6.9% |
| 3Y | +72.4% | +71.8% | +0.6% | +45.7% |
| All | +72.4% | +72.5% | -0.1% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling