+149.9%
IBM vs RSP
+222.0%
-72.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -1.5% |
| 7D | -2.5% | +0.4% | -3.0% | -2.9% |
| 30D | +8.4% | +3.7% | +4.6% | +5.0% |
| 3M | +4.5% | +0.8% | +3.7% | +3.8% |
| 6M | +7.9% | +9.1% | -1.2% | +0.5% |
| YTD | -15.2% | +16.7% | -31.9% | -25.3% |
| 1Y | -17.6% | +19.7% | -37.3% | -28.9% |
| 3Y | +82.1% | +66.7% | +15.3% | +18.6% |
| 5Y | +143.3% | +48.7% | +94.6% | +71.9% |
| 10Y | +149.9% | +215.6% | -65.6% | -10.5% |
| All | +149.9% | +222.0% | -72.0% | -10.5% |
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