+131.6%
IBM vs RSP
+204.5%
-73.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.3% |
| 7D | +0.3% | -0.4% | +0.7% | +0.6% |
| 30D | -1.5% | -1.5% | 0.0% | -0.2% |
| 3M | -16.8% | +4.8% | -21.6% | -19.9% |
| 6M | -9.0% | +10.3% | -19.3% | -16.1% |
| YTD | -20.1% | +14.1% | -34.1% | -28.2% |
| 1Y | -7.0% | +17.0% | -24.0% | -18.2% |
| 3Y | +72.4% | +54.2% | +18.2% | +19.9% |
| 5Y | +112.0% | +51.5% | +60.5% | +46.9% |
| 10Y | +131.6% | +204.4% | -72.9% | -13.3% |
| All | +131.6% | +204.5% | -73.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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