+144.5%
IBM vs RIG
-44.3%
+188.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.5% |
| 7D | +3.6% | -8.2% | +11.8% | +4.4% |
| 30D | +1.5% | -0.2% | +1.7% | +1.5% |
| 3M | -12.9% | -2.7% | -10.2% | -12.9% |
| 6M | -3.9% | -7.5% | +3.6% | -3.8% |
| YTD | -17.3% | +38.3% | -55.6% | -20.7% |
| 1Y | -5.0% | +81.8% | -86.8% | -11.7% |
| 3Y | +78.2% | -30.2% | +108.4% | +77.1% |
| 5Y | +120.6% | +59.9% | +60.7% | +92.4% |
| 10Y | +144.5% | -41.9% | +186.4% | +92.8% |
| All | +144.5% | -44.3% | +188.8% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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