-20.2%
IBM vs SPY
+11.8%
-31.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | -0.3% | +3.3% | -3.6% | -2.9% |
| 30D | +6.8% | -2.7% | +9.4% | +9.2% |
| 3M | +4.4% | -1.7% | +6.1% | +5.8% |
| 6M | +13.2% | +3.1% | +10.1% | +10.0% |
| YTD | -15.1% | +11.9% | -27.0% | -23.3% |
| 1Y | -20.2% | +12.0% | -32.2% | -27.8% |
| All | -20.2% | +11.8% | -31.9% | -27.8% |
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