+77.4%
IBM vs SPYG
+98.4%
-21.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.6% |
| 7D | +3.6% | +0.3% | +3.2% | +3.4% |
| 30D | +1.5% | -1.7% | +3.2% | +2.4% |
| 3M | -12.9% | +3.6% | -16.6% | -14.9% |
| 6M | -3.9% | +16.6% | -20.5% | -11.8% |
| YTD | -17.3% | +13.4% | -30.7% | -22.9% |
| 1Y | -5.0% | +19.6% | -24.6% | -13.8% |
| All | +77.4% | +98.4% | -21.1% | +25.5% |
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 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