+3,560.4%
IBM vs SPG
+5,256.9%
-1,696.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -0.3% | -2.4% | +2.1% | +0.3% |
| 30D | +0.3% | -6.8% | +7.1% | +2.0% |
| 3M | -21.6% | +2.7% | -24.3% | -22.2% |
| 6M | -4.7% | +5.5% | -10.2% | -6.3% |
| YTD | -19.1% | +15.7% | -34.8% | -22.2% |
| 1Y | -2.5% | +20.9% | -23.4% | -7.3% |
| 3Y | +74.2% | +112.4% | -38.2% | +42.9% |
| 5Y | +113.1% | +101.4% | +11.8% | +74.5% |
| 10Y | +133.5% | +60.6% | +72.9% | +85.3% |
| All | +3,560.4% | +5,256.9% | -1,696.5% | +1,350.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling