+143.6%
IBM vs RSP
+216.5%
-72.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.8% |
| 7D | -1.7% | -0.3% | -1.4% | -1.5% |
| 30D | +10.1% | +4.4% | +5.7% | +6.1% |
| 3M | +4.8% | +1.3% | +3.6% | +3.7% |
| 6M | +12.6% | +10.0% | +2.6% | +4.2% |
| YTD | -13.9% | +17.6% | -31.5% | -24.6% |
| 1Y | -18.7% | +19.2% | -37.9% | -29.6% |
| 3Y | +81.9% | +66.0% | +15.9% | +19.0% |
| 5Y | +148.3% | +50.4% | +97.9% | +73.7% |
| 10Y | +143.6% | +215.7% | -72.0% | -11.1% |
| All | +143.6% | +216.5% | -72.8% | -11.1% |
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