-19.0%
IBM vs SPG
+33.2%
-52.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -1.7% | +2.7% | -4.5% | -2.5% |
| 30D | +10.1% | +16.6% | -6.5% | +5.4% |
| 3M | +4.8% | +8.1% | -3.3% | +2.5% |
| 6M | +12.6% | +19.3% | -6.7% | +5.8% |
| YTD | -13.9% | +31.1% | -45.0% | -26.8% |
| All | -19.0% | +33.2% | -52.3% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling