+120.6%
IBM vs RRX
+16.5%
+104.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.5% | +5.9% | +3.7% |
| 7D | +3.6% | -0.7% | +4.3% | +3.6% |
| 30D | +1.5% | -8.0% | +9.5% | +2.6% |
| 3M | -12.9% | -25.1% | +12.1% | -10.3% |
| 6M | -3.9% | -18.3% | +14.4% | -3.3% |
| YTD | -17.3% | +14.2% | -31.5% | -22.4% |
| 1Y | -5.0% | +13.0% | -18.0% | -11.0% |
| 3Y | +78.2% | +4.2% | +74.0% | +65.6% |
| 5Y | +120.6% | +17.9% | +102.8% | +95.7% |
| All | +120.6% | +16.5% | +104.1% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling