+82.2%
IBM vs RSG
+66.5%
+15.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | +2.5% | -0.9% | +0.9% |
| 30D | +9.2% | +12.7% | -3.5% | +5.3% |
| 3M | +4.9% | +17.9% | -13.0% | -0.2% |
| 6M | +16.8% | +25.0% | -8.2% | +9.5% |
| YTD | -14.3% | +20.8% | -35.1% | -19.0% |
| 1Y | -16.7% | +24.3% | -41.0% | -22.4% |
| 3Y | +82.2% | +65.3% | +17.0% | +52.0% |
| All | +82.2% | +66.5% | +15.8% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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