+443.1%
IBM vs SPYM
+829.4%
-386.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | -21.6% | +2.0% | -23.6% | -22.9% |
| 6M | -4.7% | +13.1% | -17.8% | -13.2% |
| YTD | -19.1% | +13.6% | -32.7% | -26.3% |
| 1Y | -2.5% | +20.1% | -22.6% | -14.7% |
| 3Y | +74.2% | +77.6% | -3.4% | +13.9% |
| 5Y | +113.1% | +82.5% | +30.6% | +34.2% |
| 10Y | +133.5% | +317.6% | -184.1% | -18.3% |
| All | +443.1% | +829.4% | -386.2% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling