+150.1%
IBM vs RSP
+48.2%
+101.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +1.6% | +2.4% | -0.8% | -0.2% |
| 30D | +9.2% | +4.3% | +4.9% | +5.9% |
| 3M | +4.9% | -0.3% | +5.3% | +5.2% |
| 6M | +16.8% | +9.8% | +6.9% | +9.5% |
| YTD | -14.3% | +16.8% | -31.1% | -22.8% |
| 1Y | -16.7% | +19.5% | -36.2% | -26.2% |
| 3Y | +82.2% | +65.1% | +17.1% | +32.9% |
| All | +150.1% | +48.2% | +101.9% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling