+2,132.5%
IBM vs RMD
+37,961.8%
-35,829.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -5.0% | +2.3% | -7.3% | -5.3% |
| 30D | +11.1% | +4.1% | +7.0% | +10.3% |
| 3M | +5.7% | +5.7% | 0.0% | +4.6% |
| 6M | +10.1% | +12.9% | -2.8% | +7.6% |
| YTD | -15.6% | -1.5% | -14.1% | -15.8% |
| 1Y | -19.5% | -4.8% | -14.8% | -19.3% |
| 3Y | +80.4% | +57.5% | +22.9% | +64.7% |
| 5Y | +140.0% | -5.5% | +145.5% | +134.2% |
| 10Y | +155.0% | +357.8% | -202.8% | +94.1% |
| All | +2,132.5% | +37,961.8% | -35,829.4% | +1,042.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling