+149.9%
IBM vs ROP
+189.6%
-39.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -2.5% | -1.6% | -0.9% | -1.7% |
| 30D | +8.4% | +29.5% | -21.2% | -6.1% |
| 3M | +4.5% | +17.5% | -13.1% | -4.8% |
| 6M | +7.9% | +38.1% | -30.2% | -9.4% |
| YTD | -15.2% | +7.0% | -22.2% | -19.2% |
| 1Y | -17.6% | +6.5% | -24.1% | -21.4% |
| 3Y | +82.1% | -5.5% | +87.5% | +82.7% |
| 5Y | +143.3% | -0.4% | +143.7% | +133.7% |
| 10Y | +149.9% | +183.6% | -33.7% | +40.9% |
| All | +149.9% | +189.6% | -39.7% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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