+4,024.1%
IBM vs RIG
-47.2%
+4,071.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -2.5% | -17.0% | +14.5% | -0.5% |
| 30D | +8.4% | -6.2% | +14.5% | +9.0% |
| 3M | +4.5% | -1.7% | +6.2% | +4.3% |
| 6M | +7.9% | -19.2% | +27.1% | +9.7% |
| YTD | -15.2% | +25.2% | -40.4% | -18.7% |
| 1Y | -17.6% | +29.9% | -47.5% | -21.3% |
| 3Y | +82.1% | -21.3% | +103.4% | +78.0% |
| 5Y | +143.3% | +40.5% | +102.9% | +110.1% |
| 10Y | +149.9% | -49.6% | +199.5% | +98.7% |
| All | +4,024.1% | -47.2% | +4,071.2% | +2,587.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling