-16.7%
IBM vs RMD
-3.5%
-13.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +1.6% | +2.1% | -0.5% | +1.1% |
| 30D | +9.2% | +2.1% | +7.1% | +8.5% |
| 3M | +4.9% | +6.2% | -1.3% | +3.3% |
| 6M | +16.8% | +19.4% | -2.6% | +13.0% |
| YTD | -14.3% | +0.5% | -14.8% | -12.0% |
| 1Y | -16.7% | -3.9% | -12.8% | -13.8% |
| All | -16.7% | -3.5% | -13.2% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling