+144.8%
IBM vs RRC
+71.8%
+73.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | -0.3% | +2.5% | -2.8% | -0.6% |
| 30D | +6.8% | +21.1% | -14.4% | +4.4% |
| 3M | +4.4% | +28.4% | -24.0% | +1.4% |
| 6M | +13.2% | +26.5% | -13.3% | +10.0% |
| YTD | -15.1% | +47.0% | -62.2% | -19.0% |
| 1Y | -20.2% | +35.2% | -55.4% | -23.2% |
| 3Y | +79.3% | +61.0% | +18.3% | +67.9% |
| 5Y | +147.5% | +133.6% | +13.9% | +117.0% |
| All | +144.8% | +71.8% | +73.0% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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