+304.8%
SPY vs IBM
+143.8%
+161.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | -0.6% | -2.2% | +1.6% | +0.2% |
| 30D | -3.7% | +7.7% | -11.3% | -6.0% |
| 3M | -2.7% | +3.5% | -6.2% | -4.2% |
| 6M | +2.2% | +7.2% | -5.0% | -4.9% |
| YTD | +10.8% | -15.8% | +26.6% | +12.1% |
| 1Y | +11.2% | -19.3% | +30.5% | +14.5% |
| 3Y | +76.5% | +78.0% | -1.5% | +22.0% |
| 5Y | +72.9% | +143.0% | -70.1% | +1.5% |
| 10Y | +304.8% | +139.9% | +164.9% | +120.2% |
| All | +304.8% | +143.8% | +161.0% | +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