-16.7%
IBM vs SPY
+12.1%
-28.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +1.6% | +2.6% | -1.0% | -0.5% |
| 30D | +9.2% | -2.0% | +11.2% | +10.9% |
| 3M | +4.9% | -2.8% | +7.7% | +7.2% |
| 6M | +16.8% | +2.1% | +14.6% | +14.6% |
| YTD | -14.3% | +11.5% | -25.8% | -21.9% |
| 1Y | -16.7% | +13.5% | -30.2% | -25.2% |
| All | -16.7% | +12.1% | -28.8% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling