+80.4%
IBM vs RSP
+65.1%
+15.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.6% |
| 7D | -0.3% | +1.8% | -2.1% | -2.0% |
| 30D | +6.8% | +3.5% | +3.3% | +3.3% |
| 3M | +4.4% | +0.2% | +4.2% | +4.2% |
| 6M | +13.2% | +9.1% | +4.1% | +4.7% |
| YTD | -15.1% | +16.6% | -31.7% | -25.8% |
| 1Y | -20.2% | +17.9% | -38.1% | -30.8% |
| All | +80.4% | +65.1% | +15.3% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling