-13.3%
IBM vs RNG
+179.4%
-192.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +0.4% | -9.6% | +10.0% | +2.9% |
| 30D | +14.8% | -1.4% | +16.2% | +14.9% |
| 3M | +8.9% | +28.8% | -19.8% | +1.6% |
| 6M | +12.4% | +65.6% | -53.1% | -3.0% |
| YTD | -12.4% | +171.4% | -183.8% | -29.5% |
| 1Y | -13.3% | +185.3% | -198.6% | -32.6% |
| All | -13.3% | +179.4% | -192.7% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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