+77.7%
SPY vs IBM
+81.8%
-4.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +2.6% | +1.6% | +1.0% | +2.4% |
| 30D | -2.0% | +9.2% | -11.2% | -3.2% |
| 3M | -2.8% | +4.9% | -7.7% | -3.5% |
| 6M | +2.1% | +16.8% | -14.6% | -3.2% |
| YTD | +11.5% | -14.3% | +25.8% | +12.7% |
| 1Y | +13.5% | -16.7% | +30.2% | +15.5% |
| 3Y | +77.7% | +82.2% | -4.5% | +41.6% |
| All | +77.7% | +81.8% | -4.1% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling