+309.6%
IBM vs SPYG
+564.9%
-255.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | +0.3% | -0.4% | +0.7% | +0.6% |
| 3M | -21.6% | +0.5% | -22.1% | -22.4% |
| 6M | -4.7% | +17.5% | -22.2% | -15.1% |
| YTD | -19.1% | +14.3% | -33.4% | -26.5% |
| 1Y | -2.5% | +21.7% | -24.2% | -15.1% |
| 3Y | +74.2% | +98.6% | -24.5% | +7.3% |
| 5Y | +113.1% | +85.1% | +28.0% | +33.0% |
| 10Y | +133.5% | +412.0% | -278.5% | -29.6% |
| All | +309.6% | +564.9% | -255.2% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling