+131.6%
IBM vs RMD
+265.7%
-134.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.4% |
| 7D | +0.3% | -4.5% | +4.8% | +1.5% |
| 30D | -1.5% | +4.6% | -6.1% | -2.7% |
| 3M | -16.8% | +14.8% | -31.5% | -19.6% |
| 6M | -9.0% | -12.1% | +3.0% | -6.4% |
| YTD | -20.1% | -7.5% | -12.6% | -18.9% |
| 1Y | -7.0% | -20.1% | +13.0% | -2.2% |
| 3Y | +72.4% | +53.9% | +18.5% | +47.3% |
| 5Y | +112.0% | -22.2% | +134.2% | +117.3% |
| 10Y | +131.6% | +268.2% | -136.7% | +48.1% |
| All | +131.6% | +265.7% | -134.1% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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