+149.9%
IBM vs SPY
+315.0%
-165.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -1.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | +8.4% | -3.3% | +11.7% | +11.3% |
| 3M | +4.5% | -2.4% | +6.9% | +6.5% |
| 6M | +7.9% | +2.6% | +5.3% | +5.4% |
| YTD | -15.2% | +11.2% | -26.5% | -22.5% |
| 1Y | -17.6% | +13.4% | -31.0% | -25.8% |
| 3Y | +82.1% | +79.9% | +2.2% | +11.2% |
| 5Y | +143.3% | +72.2% | +71.2% | +51.8% |
| 10Y | +149.9% | +307.3% | -157.4% | -33.7% |
| All | +149.9% | +315.0% | -165.1% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling