+2,521.8%
IBM vs SPGI
+14,867.5%
-12,345.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -5.0% | +0.3% | -5.2% | -5.1% |
| 30D | +11.1% | +18.4% | -7.3% | +5.0% |
| 3M | +5.7% | +15.7% | -10.0% | +0.5% |
| 6M | +10.1% | +17.3% | -7.2% | +3.9% |
| YTD | -15.6% | -4.7% | -10.9% | -14.8% |
| 1Y | -19.5% | +1.8% | -21.3% | -20.6% |
| 3Y | +80.4% | +31.7% | +48.7% | +62.6% |
| 5Y | +140.0% | +12.1% | +127.9% | +123.7% |
| 10Y | +155.0% | +341.9% | -187.0% | +49.6% |
| All | +2,521.8% | +14,867.5% | -12,345.7% | +355.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling