-6.5%
IBM vs SPYG
+17.3%
-23.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -2.1% |
| 7D | -0.3% | -1.8% | +1.5% | +0.6% |
| 30D | -1.8% | -1.9% | +0.1% | -1.0% |
| 3M | -13.5% | +5.2% | -18.6% | -16.8% |
| 6M | -5.1% | +15.6% | -20.7% | -13.7% |
| YTD | -19.4% | +12.4% | -31.8% | -25.0% |
| 1Y | -6.5% | +17.5% | -24.0% | -12.5% |
| All | -6.5% | +17.3% | -23.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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