+134.5%
IBM vs SPXU
-99.5%
+234.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.0% |
| 7D | -0.3% | +6.4% | -6.7% | +1.4% |
| 30D | -1.8% | +5.9% | -7.8% | -0.1% |
| 3M | -13.5% | -11.7% | -1.8% | -16.1% |
| 6M | -5.1% | -28.7% | +23.6% | -12.4% |
| YTD | -19.4% | -26.4% | +7.0% | -24.5% |
| 1Y | -6.5% | -35.2% | +28.7% | -14.8% |
| 3Y | +73.8% | -79.8% | +153.6% | +24.0% |
| 5Y | +116.3% | -86.1% | +202.4% | +54.7% |
| All | +134.5% | -99.5% | +234.1% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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