+2,544.4%
IBM vs F
+533.8%
+2,010.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.6% |
| 7D | -4.3% | +1.4% | -5.7% | -4.6% |
| 30D | +11.7% | +2.0% | +9.6% | +11.1% |
| 3M | +5.5% | -10.4% | +15.9% | +7.8% |
| 6M | +9.5% | +9.7% | -0.2% | +6.4% |
| YTD | -14.9% | -1.2% | -13.7% | -15.6% |
| 1Y | -17.4% | 0.0% | -17.4% | -18.3% |
| 3Y | +83.3% | +41.1% | +42.2% | +64.2% |
| 5Y | +142.1% | -11.4% | +153.5% | +131.3% |
| 10Y | +157.2% | +85.0% | +72.2% | +98.2% |
| All | +2,544.4% | +533.8% | +2,010.6% | +1,081.4% |
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