+147.3%
IBM vs RNG
+234.5%
-87.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +1.6% | +4.6% | -3.0% | +1.1% |
| 30D | +9.2% | +0.4% | +8.8% | +9.1% |
| 3M | +4.9% | +11.4% | -6.5% | +3.6% |
| 6M | +16.8% | +95.7% | -78.9% | +8.6% |
| YTD | -14.3% | +162.9% | -177.2% | -22.7% |
| 1Y | -16.7% | +180.3% | -197.0% | -25.3% |
| 3Y | +82.2% | +188.3% | -106.1% | +60.8% |
| 5Y | +149.9% | -72.5% | +222.5% | +154.2% |
| All | +147.3% | +234.5% | -87.2% | +86.2% |
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