+143.8%
IBM vs RNG
+222.9%
-79.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.1% | +4.0% |
| 7D | +3.6% | -6.1% | +9.7% | +4.2% |
| 30D | +3.1% | +9.6% | -6.5% | +2.1% |
| 3M | -10.8% | +83.3% | -94.2% | -16.4% |
| 6M | -0.8% | +77.9% | -78.8% | -6.9% |
| YTD | -16.2% | +139.9% | -156.1% | -23.6% |
| 1Y | -2.9% | +121.7% | -124.5% | -11.0% |
| 3Y | +79.8% | +121.9% | -42.0% | +62.1% |
| 5Y | +124.9% | -68.4% | +193.2% | +125.4% |
| All | +143.8% | +222.9% | -79.1% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling