+147.3%
IBM vs F
+64.5%
+82.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +1.6% | -3.1% | +4.7% | +2.3% |
| 30D | +9.2% | 0.0% | +9.2% | +9.1% |
| 3M | +4.9% | -13.2% | +18.1% | +8.3% |
| 6M | +16.8% | -10.2% | +27.0% | +19.1% |
| YTD | -14.3% | -4.9% | -9.3% | -14.3% |
| 1Y | -16.7% | -6.1% | -10.6% | -16.5% |
| 3Y | +82.2% | +46.0% | +36.3% | +58.7% |
| 5Y | +149.9% | -15.7% | +165.7% | +140.8% |
| All | +147.3% | +64.5% | +82.8% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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