+2,413.6%
IBM vs RRC
+1,202.2%
+1,211.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.1% |
| 7D | -0.3% | +1.3% | -1.6% | -0.4% |
| 30D | +0.3% | +10.1% | -9.8% | -0.4% |
| 3M | -21.6% | +4.0% | -25.6% | -21.9% |
| 6M | -4.7% | +1.6% | -6.3% | -5.0% |
| YTD | -19.1% | +19.7% | -38.8% | -20.3% |
| 1Y | -2.5% | +21.4% | -23.9% | -4.2% |
| 3Y | +74.2% | +29.7% | +44.5% | +69.2% |
| 5Y | +113.1% | +153.9% | -40.7% | +93.9% |
| 10Y | +133.5% | +10.8% | +122.7% | +108.2% |
| All | +2,413.6% | +1,202.2% | +1,211.4% | +1,890.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling