+477.1%
IBM vs RSP
+1,127.6%
-650.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -5.0% | -1.0% | -3.9% | -4.2% |
| 30D | +11.1% | +2.6% | +8.5% | +9.0% |
| 3M | +5.7% | -0.8% | +6.5% | +6.4% |
| 6M | +10.1% | +6.3% | +3.8% | +5.6% |
| YTD | -15.6% | +14.1% | -29.7% | -23.1% |
| 1Y | -19.5% | +18.0% | -37.6% | -28.5% |
| 3Y | +80.4% | +61.0% | +19.4% | +27.7% |
| 5Y | +140.0% | +45.6% | +94.4% | +80.1% |
| 10Y | +155.0% | +220.2% | -65.2% | +9.2% |
| All | +477.1% | +1,127.6% | -650.5% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling