-19.1%
IBM vs SPOT
-2.7%
-16.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | -5.0% | +1.6% | -6.6% | -5.3% |
| 30D | +11.1% | +17.6% | -6.5% | +6.8% |
| 3M | +5.7% | +26.9% | -21.2% | -0.6% |
| 6M | +10.1% | +41.8% | -31.7% | -0.2% |
| YTD | -15.6% | +3.8% | -19.4% | -20.0% |
| All | -19.1% | -2.7% | -16.4% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling