+146.1%
IBM vs SPOT
+267.1%
-121.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.3% |
| 7D | -2.5% | +2.5% | -5.1% | -2.8% |
| 30D | +8.4% | +15.1% | -6.8% | +6.6% |
| 3M | +4.5% | +24.8% | -20.3% | +1.7% |
| 6M | +7.9% | +45.8% | -37.9% | +3.2% |
| YTD | -15.2% | +4.9% | -20.1% | -16.5% |
| 1Y | -17.6% | -1.3% | -16.3% | -18.4% |
| 3Y | +82.1% | +257.7% | -175.7% | +59.2% |
| 5Y | +143.3% | +118.5% | +24.8% | +118.8% |
| All | +146.1% | +267.1% | -121.0% | +86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling