+149.6%
IBM vs SPGI
+333.9%
-184.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -5.0% | +0.3% | -5.2% | -5.1% |
| 30D | +11.1% | +18.4% | -7.3% | +3.5% |
| 3M | +5.7% | +15.7% | -10.0% | -0.8% |
| 6M | +10.1% | +17.3% | -7.2% | +2.2% |
| YTD | -15.6% | -4.7% | -10.9% | -14.7% |
| 1Y | -19.5% | +1.8% | -21.3% | -21.0% |
| 3Y | +80.4% | +31.7% | +48.7% | +57.6% |
| 5Y | +140.0% | +12.1% | +127.9% | +119.7% |
| All | +149.6% | +333.9% | -184.3% | +20.6% |
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