+134.5%
IBM vs RRX
+216.7%
-82.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.5% | -2.0% |
| 7D | -0.3% | -3.7% | +3.5% | +0.6% |
| 30D | -1.8% | -9.3% | +7.4% | +0.5% |
| 3M | -13.5% | -21.8% | +8.3% | -9.7% |
| 6M | -5.1% | -22.0% | +16.9% | -2.4% |
| YTD | -19.4% | +11.9% | -31.3% | -26.2% |
| 1Y | -6.5% | +11.6% | -18.1% | -15.0% |
| 3Y | +73.8% | +2.2% | +71.6% | +54.6% |
| 5Y | +116.3% | +14.9% | +101.4% | +75.6% |
| All | +134.5% | +216.7% | -82.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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