-16.7%
IBM vs F
-6.9%
-9.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +1.6% | -3.1% | +4.7% | +2.2% |
| 30D | +9.2% | 0.0% | +9.2% | +9.1% |
| 3M | +4.9% | -13.2% | +18.1% | +7.6% |
| 6M | +16.8% | -10.2% | +27.0% | +19.2% |
| YTD | -14.3% | -4.9% | -9.3% | -12.1% |
| 1Y | -16.7% | -6.1% | -10.6% | -14.5% |
| All | -16.7% | -6.9% | -9.8% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling