+309.3%
SPY vs IBM
+140.2%
+169.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +0.1% |
| 7D | +3.3% | -0.3% | +3.6% | +3.4% |
| 30D | -2.7% | +6.8% | -9.4% | -4.8% |
| 3M | -1.7% | +4.4% | -6.1% | -3.4% |
| 6M | +3.1% | +13.2% | -10.1% | -6.1% |
| YTD | +11.9% | -15.1% | +27.0% | +12.9% |
| 1Y | +12.0% | -20.2% | +32.2% | +15.9% |
| 3Y | +78.2% | +79.3% | -1.1% | +22.8% |
| 5Y | +73.2% | +147.5% | -74.2% | +0.8% |
| All | +309.3% | +140.2% | +169.1% | +120.2% |
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