+307.3%
SPY vs IBM
+152.9%
+154.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +0.1% | -2.5% | +2.6% | +1.0% |
| 30D | -3.3% | +8.4% | -11.7% | -5.9% |
| 3M | -2.4% | +4.5% | -6.9% | -4.1% |
| 6M | +2.6% | +7.9% | -5.3% | -4.8% |
| YTD | +11.2% | -15.2% | +26.5% | +12.3% |
| 1Y | +13.4% | -17.6% | +31.0% | +15.7% |
| 3Y | +79.9% | +82.1% | -2.2% | +23.2% |
| 5Y | +72.2% | +143.3% | -71.2% | +1.2% |
| 10Y | +307.3% | +149.9% | +157.4% | +120.9% |
| All | +307.3% | +152.9% | +154.4% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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