+138.2%
IBM vs SPY
+67.4%
+70.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -5.0% | -2.7% | -2.3% | -3.3% |
| 30D | +11.1% | -5.4% | +16.5% | +15.0% |
| 3M | +5.7% | -4.1% | +9.8% | +8.5% |
| 6M | +10.1% | +0.7% | +9.4% | +9.5% |
| YTD | -15.6% | +8.7% | -24.3% | -19.9% |
| 1Y | -19.5% | +10.9% | -30.4% | -24.5% |
| 3Y | +80.4% | +75.0% | +5.4% | +31.0% |
| All | +138.2% | +67.4% | +70.8% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling