+147.3%
IBM vs ROP
+185.2%
-37.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +1.6% | +0.7% | +0.9% | +1.2% |
| 30D | +9.2% | +28.8% | -19.6% | -5.0% |
| 3M | +4.9% | +21.1% | -16.1% | -5.8% |
| 6M | +16.8% | +52.5% | -35.8% | -6.8% |
| YTD | -14.3% | +8.9% | -23.2% | -19.1% |
| 1Y | -16.7% | +8.2% | -24.9% | -21.2% |
| 3Y | +82.2% | -5.2% | +87.4% | +82.5% |
| 5Y | +149.9% | +1.7% | +148.2% | +137.5% |
| All | +147.3% | +185.2% | -37.9% | +42.8% |
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