+120.6%
IBM vs RNG
-70.2%
+190.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | +3.6% | -4.1% | +7.6% | +4.0% |
| 30D | +1.5% | +8.6% | -7.1% | +0.6% |
| 3M | -12.9% | +78.0% | -90.9% | -18.3% |
| 6M | -3.9% | +67.0% | -70.9% | -9.5% |
| YTD | -17.3% | +142.4% | -159.8% | -24.5% |
| 1Y | -5.0% | +120.4% | -125.4% | -12.8% |
| 3Y | +78.2% | +122.1% | -43.9% | +61.2% |
| 5Y | +120.6% | -69.8% | +190.5% | +94.4% |
| All | +120.6% | -70.2% | +190.8% | +94.4% |
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