+147.3%
IBM vs SPG
+113.9%
+33.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +1.6% | +2.0% | -0.4% | +1.1% |
| 30D | +9.2% | +17.2% | -8.0% | +4.8% |
| 3M | +4.9% | +6.3% | -1.4% | +3.2% |
| 6M | +16.8% | +18.7% | -1.9% | +11.5% |
| YTD | -14.3% | +30.1% | -44.4% | -20.1% |
| 1Y | -16.7% | +32.8% | -49.5% | -22.8% |
| 3Y | +82.2% | +133.6% | -51.3% | +45.5% |
| 5Y | +149.9% | +84.4% | +65.6% | +108.0% |
| All | +147.3% | +113.9% | +33.3% | +98.6% |
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