+144.8%
IBM vs SPGI
+329.2%
-184.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | +6.8% | +14.3% | -7.5% | +0.9% |
| 3M | +4.4% | +14.5% | -10.1% | -1.6% |
| 6M | +13.2% | +17.3% | -4.1% | +5.1% |
| YTD | -15.1% | -4.6% | -10.6% | -14.3% |
| 1Y | -20.2% | +0.8% | -21.0% | -21.2% |
| 3Y | +79.3% | +28.8% | +50.5% | +58.1% |
| 5Y | +147.5% | +14.0% | +133.5% | +124.9% |
| All | +144.8% | +329.2% | -184.4% | +18.4% |
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