+134.5%
IBM vs SPMO
+514.3%
-379.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.6% | -1.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -1.8% | -0.7% | -1.2% | -1.6% |
| 3M | -13.5% | +2.8% | -16.3% | -17.0% |
| 6M | -5.1% | +24.4% | -29.5% | -19.8% |
| YTD | -19.4% | +24.2% | -43.6% | -31.6% |
| 1Y | -6.5% | +24.5% | -31.0% | -20.9% |
| 3Y | +73.8% | +155.6% | -81.8% | -8.8% |
| 5Y | +116.3% | +148.2% | -31.9% | +14.2% |
| All | +134.5% | +514.3% | -379.8% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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