+148.3%
IBM vs RNG
-74.0%
+222.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.2% |
| 7D | -1.7% | -3.5% | +1.8% | -1.3% |
| 30D | +10.1% | -3.8% | +13.9% | +10.5% |
| 3M | +4.8% | +18.6% | -13.7% | +2.6% |
| 6M | +12.6% | +69.2% | -56.6% | +5.5% |
| YTD | -13.9% | +161.9% | -175.8% | -22.5% |
| 1Y | -18.7% | +176.2% | -194.9% | -27.2% |
| 3Y | +81.9% | +174.5% | -92.6% | +61.1% |
| 5Y | +148.3% | -71.9% | +220.2% | +123.5% |
| All | +148.3% | -74.0% | +222.3% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling