+144.8%
IBM vs SPYM
+311.5%
-166.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -0.3% | +3.3% | -3.6% | -2.9% |
| 30D | +6.8% | -2.6% | +9.4% | +9.0% |
| 3M | +4.4% | -1.7% | +6.1% | +5.8% |
| 6M | +13.2% | +3.1% | +10.1% | +10.1% |
| YTD | -15.1% | +12.0% | -27.1% | -22.8% |
| 1Y | -20.2% | +12.1% | -32.3% | -27.4% |
| 3Y | +79.3% | +78.5% | +0.8% | +10.6% |
| 5Y | +147.5% | +73.8% | +73.6% | +53.7% |
| All | +144.8% | +311.5% | -166.7% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling