+73.9%
IBM vs RSP
+53.0%
+20.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | -0.3% | -0.8% | +0.5% | +0.4% |
| 30D | +0.3% | -0.3% | +0.6% | +0.6% |
| 3M | -21.6% | +4.3% | -25.9% | -24.4% |
| 6M | -4.7% | +8.8% | -13.5% | -11.5% |
| YTD | -19.1% | +15.3% | -34.3% | -28.2% |
| 1Y | -2.5% | +18.3% | -20.8% | -15.3% |
| All | +73.9% | +53.0% | +20.9% | +23.9% |
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