+130.5%
IBM vs SPGI
+308.9%
-178.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +0.3% | +8.4% | -8.1% | -3.2% |
| 3M | -21.6% | +11.8% | -33.4% | -25.7% |
| 6M | -4.7% | +5.7% | -10.4% | -7.4% |
| YTD | -19.1% | -9.7% | -9.4% | -16.3% |
| 1Y | -2.5% | -12.5% | +10.0% | +1.8% |
| 3Y | +74.2% | +21.8% | +52.3% | +57.1% |
| 5Y | +113.1% | +8.2% | +105.0% | +97.3% |
| All | +130.5% | +308.9% | -178.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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