+120.6%
IBM vs SPMO
+149.2%
-28.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +3.6% | +2.7% | +0.9% | +2.5% |
| 30D | +1.5% | +1.1% | +0.5% | +1.0% |
| 3M | -12.9% | +2.0% | -15.0% | -15.4% |
| 6M | -3.9% | +26.5% | -30.4% | -17.1% |
| YTD | -17.3% | +26.5% | -43.9% | -28.6% |
| 1Y | -5.0% | +27.9% | -32.9% | -18.4% |
| 3Y | +78.2% | +160.4% | -82.2% | +4.8% |
| 5Y | +120.6% | +151.5% | -30.9% | +28.1% |
| All | +120.6% | +149.2% | -28.6% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling