+72.4%
IBM vs RNG
+120.7%
-48.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.4% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | -1.5% | +11.4% | -12.9% | -3.5% |
| 3M | -16.8% | +72.1% | -88.8% | -24.9% |
| 6M | -9.0% | +67.9% | -77.0% | -18.0% |
| YTD | -20.1% | +144.3% | -164.4% | -31.4% |
| 1Y | -7.0% | +117.5% | -124.5% | -19.4% |
| 3Y | +72.4% | +123.9% | -51.5% | +44.1% |
| All | +72.4% | +120.7% | -48.3% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling