+132.1%
IBM vs SPOT
+218.6%
-86.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.9% |
| 7D | +0.3% | -2.9% | +3.1% | +0.6% |
| 30D | -1.5% | +8.3% | -9.8% | -2.4% |
| 3M | -16.8% | +5.1% | -21.8% | -17.4% |
| 6M | -9.0% | -6.5% | -2.6% | -8.9% |
| YTD | -20.1% | -9.0% | -11.1% | -19.9% |
| 1Y | -7.0% | -26.4% | +19.4% | -5.1% |
| 3Y | +72.4% | +240.0% | -167.6% | +51.9% |
| 5Y | +112.0% | +111.7% | +0.3% | +91.0% |
| All | +132.1% | +218.6% | -86.5% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPOT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling