+2,413.6%
IBM vs F
+639.5%
+1,774.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -0.3% | +5.3% | -5.6% | -1.4% |
| 30D | +0.3% | +4.6% | -4.3% | -0.7% |
| 3M | -21.6% | -3.7% | -17.9% | -21.2% |
| 6M | -4.7% | +16.8% | -21.5% | -8.6% |
| YTD | -19.1% | +15.3% | -34.4% | -22.3% |
| 1Y | -2.5% | +31.0% | -33.5% | -9.1% |
| 3Y | +74.2% | +45.4% | +28.7% | +54.8% |
| 5Y | +113.1% | +54.7% | +58.5% | +79.7% |
| 10Y | +133.5% | +98.2% | +35.3% | +77.4% |
| All | +2,413.6% | +639.5% | +1,774.1% | +988.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling