+159.2%
IBM vs SGOV
+20.2%
+139.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +3.6% | +0.1% | +3.5% | +3.4% |
| 30D | +1.5% | +0.3% | +1.2% | +1.0% |
| 3M | -12.9% | +0.9% | -13.8% | -14.1% |
| 6M | -3.9% | +1.8% | -5.7% | -6.4% |
| YTD | -17.3% | +2.5% | -19.9% | -20.6% |
| 1Y | -5.0% | +3.8% | -8.8% | -10.6% |
| 3Y | +78.2% | +14.4% | +63.9% | +53.4% |
| 5Y | +120.6% | +20.2% | +100.5% | +134.5% |
| All | +159.2% | +20.2% | +139.0% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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