+2,413.6%
IBM vs COST
+11,743.1%
-9,329.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -0.3% | -3.1% | +2.8% | +0.5% |
| 30D | +0.3% | -2.8% | +3.1% | +0.9% |
| 3M | -21.6% | -5.7% | -15.9% | -20.4% |
| 6M | -4.7% | -8.8% | +4.1% | -2.8% |
| YTD | -19.1% | +6.7% | -25.7% | -20.8% |
| 1Y | -2.5% | -3.6% | +1.1% | -2.2% |
| 3Y | +74.2% | +75.1% | -0.9% | +49.1% |
| 5Y | +113.1% | +108.9% | +4.2% | +72.1% |
| 10Y | +133.5% | +586.2% | -452.6% | +40.0% |
| All | +2,413.6% | +11,743.1% | -9,329.5% | +684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling