+15.8%
IBMQ vs SPY
+190.1%
-174.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.3% | +2.6% | -2.9% | -0.5% |
| 30D | +0.8% | -2.0% | +2.8% | +0.9% |
| 3M | 0.0% | -2.8% | +2.8% | +0.2% |
| 6M | +0.8% | +2.1% | -1.3% | +0.6% |
| YTD | +1.3% | +11.5% | -10.2% | +0.5% |
| 1Y | +2.0% | +13.5% | -11.5% | +1.0% |
| 3Y | +10.3% | +77.7% | -67.4% | +5.4% |
| 5Y | +3.3% | +72.6% | -69.3% | -1.2% |
| All | +15.8% | +190.1% | -174.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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