+82.2%
IBM vs SPYG
+91.6%
-9.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +1.6% | +2.3% | -0.8% | +0.4% |
| 30D | +9.2% | -6.5% | +15.7% | +12.6% |
| 3M | +4.9% | -6.8% | +11.8% | +8.3% |
| 6M | +16.8% | -3.1% | +19.9% | +17.9% |
| YTD | -14.3% | +8.0% | -22.3% | -18.4% |
| 1Y | -16.7% | +10.2% | -26.9% | -21.6% |
| 3Y | +82.2% | +91.0% | -8.8% | +25.6% |
| All | +82.2% | +91.6% | -9.4% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling