+4,019.7%
IBM vs SPY
+3,091.8%
+927.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | -21.6% | +2.0% | -23.6% | -23.1% |
| 6M | -4.7% | +13.0% | -17.7% | -14.5% |
| YTD | -19.1% | +13.5% | -32.6% | -27.5% |
| 1Y | -2.5% | +20.0% | -22.5% | -16.7% |
| 3Y | +74.2% | +77.2% | -3.0% | +5.4% |
| 5Y | +113.1% | +81.9% | +31.3% | +22.8% |
| 10Y | +133.5% | +314.1% | -180.5% | -34.7% |
| All | +4,019.7% | +3,091.8% | +927.9% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling