+77.4%
IBM vs RRX
+3.6%
+73.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.5% | +5.9% | +3.6% |
| 7D | +3.6% | -0.7% | +4.3% | +3.6% |
| 30D | +1.5% | -8.0% | +9.5% | +2.4% |
| 3M | -12.9% | -25.1% | +12.1% | -10.9% |
| 6M | -3.9% | -18.3% | +14.4% | -3.8% |
| YTD | -17.3% | +14.2% | -31.5% | -22.4% |
| 1Y | -5.0% | +13.0% | -18.0% | -11.0% |
| All | +77.4% | +3.6% | +73.8% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling