+149.9%
IBM vs SPGI
+335.6%
-185.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.2% |
| 7D | -2.5% | -0.9% | -1.7% | -2.2% |
| 30D | +8.4% | +15.5% | -7.2% | +2.0% |
| 3M | +4.5% | +15.7% | -11.2% | -2.0% |
| 6M | +7.9% | +19.1% | -11.2% | -0.5% |
| YTD | -15.2% | -4.1% | -11.2% | -14.6% |
| 1Y | -17.6% | +1.2% | -18.8% | -18.8% |
| 3Y | +82.1% | +31.6% | +50.5% | +59.1% |
| 5Y | +143.3% | +12.4% | +130.9% | +122.5% |
| 10Y | +149.9% | +334.3% | -184.4% | +22.4% |
| All | +149.9% | +335.6% | -185.7% | +22.4% |
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