+79.8%
IBM vs FANG
+45.3%
+34.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.6% | +2.9% | +0.7% | +3.3% |
| 30D | +3.1% | +2.6% | +0.5% | +2.8% |
| 3M | -10.8% | +7.6% | -18.4% | -11.7% |
| 6M | -0.8% | +17.3% | -18.1% | -3.2% |
| YTD | -16.2% | +38.7% | -54.9% | -20.3% |
| 1Y | -2.9% | +51.6% | -54.5% | -8.9% |
| 3Y | +79.8% | +50.0% | +29.9% | +68.5% |
| All | +79.8% | +45.3% | +34.6% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling