+134.5%
IBM vs SPG
+64.3%
+70.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -2.5% |
| 7D | -0.3% | -2.2% | +1.9% | +0.2% |
| 30D | -1.8% | -5.8% | +3.9% | -0.4% |
| 3M | -13.5% | -2.8% | -10.7% | -13.0% |
| 6M | -5.1% | +8.9% | -14.0% | -7.5% |
| YTD | -19.4% | +14.3% | -33.7% | -22.3% |
| 1Y | -6.5% | +19.5% | -26.0% | -11.0% |
| 3Y | +73.8% | +106.9% | -33.0% | +43.3% |
| 5Y | +116.3% | +108.7% | +7.6% | +75.1% |
| All | +134.5% | +64.3% | +70.2% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling