+112.0%
IBM vs SPYM
+82.4%
+29.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | +0.3% | +0.6% | -0.3% | -0.1% |
| 30D | -1.5% | -0.9% | -0.6% | -0.9% |
| 3M | -16.8% | +3.9% | -20.7% | -18.9% |
| 6M | -9.0% | +14.5% | -23.6% | -16.7% |
| YTD | -20.1% | +13.0% | -33.0% | -26.0% |
| 1Y | -7.0% | +19.4% | -26.5% | -16.7% |
| 3Y | +72.4% | +78.9% | -6.5% | +22.8% |
| 5Y | +112.0% | +82.3% | +29.6% | +45.1% |
| All | +112.0% | +82.4% | +29.5% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling