+3,836.1%
IBM vs RIG
-40.2%
+3,876.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.4% |
| 7D | -0.3% | +0.9% | -1.2% | -0.4% |
| 30D | +0.3% | +13.8% | -13.5% | -1.3% |
| 3M | -21.6% | -6.4% | -15.2% | -21.2% |
| 6M | -4.7% | -8.2% | +3.5% | -4.5% |
| YTD | -19.1% | +41.6% | -60.7% | -23.2% |
| 1Y | -2.5% | +88.7% | -91.2% | -11.0% |
| 3Y | +74.2% | -30.9% | +105.0% | +73.1% |
| 5Y | +113.1% | +57.7% | +55.5% | +81.6% |
| 10Y | +133.5% | -39.3% | +172.8% | +81.4% |
| All | +3,836.1% | -40.2% | +3,876.3% | +2,436.2% |
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