-13.3%
IBM vs FANG
+32.3%
-45.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +1.8% |
| 7D | +0.4% | -11.3% | +11.8% | +0.6% |
| 30D | +14.8% | -0.7% | +15.4% | +14.9% |
| 3M | +8.9% | -4.2% | +13.1% | +9.5% |
| 6M | +12.4% | -13.5% | +25.9% | +12.8% |
| YTD | -12.4% | +23.7% | -36.1% | -14.6% |
| 1Y | -13.3% | +34.3% | -47.6% | -16.1% |
| All | -13.3% | +32.3% | -45.5% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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