+2,413.6%
IBM vs RRX
+3,904.5%
-1,490.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.3% | +3.4% | -3.7% | -1.1% |
| 30D | +0.3% | -11.1% | +11.4% | +3.0% |
| 3M | -21.6% | -23.7% | +2.1% | -17.7% |
| 6M | -4.7% | -22.0% | +17.3% | -1.9% |
| YTD | -19.1% | +16.5% | -35.6% | -25.1% |
| 1Y | -2.5% | +11.5% | -14.0% | -9.3% |
| 3Y | +74.2% | +1.5% | +72.6% | +59.3% |
| 5Y | +113.1% | +18.3% | +94.9% | +82.4% |
| 10Y | +133.5% | +209.8% | -76.3% | +51.9% |
| All | +2,413.6% | +3,904.5% | -1,490.9% | +969.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling