+112.0%
IBM vs ROST
+111.1%
+0.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | -1.5% | -10.0% | +8.5% | +0.4% |
| 3M | -16.8% | +1.2% | -18.0% | -17.1% |
| 6M | -9.0% | +8.9% | -18.0% | -11.0% |
| YTD | -20.1% | +28.1% | -48.1% | -24.4% |
| 1Y | -7.0% | +53.0% | -60.0% | -15.4% |
| 3Y | +72.4% | +97.9% | -25.5% | +48.2% |
| 5Y | +112.0% | +112.0% | 0.0% | +78.1% |
| All | +112.0% | +111.1% | +0.9% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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