+82.1%
IBM vs RIG
-23.7%
+105.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | -2.5% | -17.0% | +14.5% | -1.4% |
| 30D | +8.4% | -6.2% | +14.5% | +8.8% |
| 3M | +4.5% | -1.7% | +6.2% | +4.5% |
| 6M | +7.9% | -19.2% | +27.1% | +8.9% |
| YTD | -15.2% | +25.2% | -40.4% | -17.9% |
| 1Y | -17.6% | +29.9% | -47.5% | -20.5% |
| 3Y | +82.1% | -21.3% | +103.4% | +78.6% |
| All | +82.1% | -23.7% | +105.8% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling