+334.7%
IBM vs SPXU
-100.0%
+434.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.1% |
| 7D | -0.3% | -9.4% | +9.1% | -2.8% |
| 30D | +6.8% | +7.4% | -0.7% | +9.5% |
| 3M | +4.4% | +6.2% | -1.8% | +7.0% |
| 6M | +13.2% | -7.2% | +20.4% | +12.4% |
| YTD | -15.1% | -26.8% | +11.6% | -20.0% |
| 1Y | -20.2% | -26.3% | +6.1% | -24.4% |
| 3Y | +79.3% | -80.6% | +159.9% | +27.0% |
| 5Y | +147.5% | -83.6% | +231.0% | +86.6% |
| 10Y | +140.2% | -99.5% | +239.7% | -10.9% |
| All | +334.7% | -100.0% | +434.7% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling