+2,343.6%
IBM vs ROP
+25,523.2%
-23,179.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +1.0% |
| 7D | -0.3% | -4.4% | +4.1% | +0.8% |
| 30D | +0.3% | +3.2% | -3.0% | -0.5% |
| 3M | -21.6% | +23.1% | -44.7% | -25.4% |
| 6M | -4.7% | +13.3% | -18.0% | -7.4% |
| YTD | -19.1% | -7.9% | -11.2% | -17.3% |
| 1Y | -2.5% | -22.1% | +19.6% | +3.6% |
| 3Y | +74.2% | -16.8% | +91.0% | +82.0% |
| 5Y | +113.1% | -13.5% | +126.7% | +119.2% |
| 10Y | +133.5% | +137.7% | -4.2% | +91.8% |
| All | +2,343.6% | +25,523.2% | -23,179.6% | +1,152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling