+82.2%
IBM vs SPMO
+124.5%
-42.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +1.6% | +6.3% | -4.8% | -0.4% |
| 30D | +9.2% | -8.9% | +18.1% | +12.1% |
| 3M | +4.9% | -13.2% | +18.2% | +9.3% |
| 6M | +16.8% | -9.3% | +26.0% | +17.1% |
| YTD | -14.3% | +11.6% | -25.8% | -23.5% |
| 1Y | -16.7% | +13.4% | -30.1% | -26.3% |
| 3Y | +82.2% | +122.9% | -40.7% | +10.7% |
| All | +82.2% | +124.5% | -42.3% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling