+144.5%
IBM vs SPY
+312.5%
-168.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.8% |
| 7D | +3.6% | -0.4% | +3.9% | +3.9% |
| 30D | +1.5% | -1.4% | +2.9% | +2.7% |
| 3M | -12.9% | +3.7% | -16.6% | -15.8% |
| 6M | -3.9% | +13.0% | -16.9% | -13.3% |
| YTD | -17.3% | +12.4% | -29.7% | -25.0% |
| 1Y | -5.0% | +18.5% | -23.5% | -17.4% |
| 3Y | +78.2% | +77.6% | +0.6% | +10.0% |
| 5Y | +120.6% | +81.7% | +38.9% | +30.8% |
| 10Y | +144.5% | +319.7% | -175.2% | -34.4% |
| All | +144.5% | +312.5% | -168.0% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling