+104.1%
IBM vs FANG
+1,395.6%
-1,291.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.2% |
| 7D | +3.6% | -0.4% | +3.9% | +3.6% |
| 30D | +1.5% | +2.4% | -0.9% | +1.2% |
| 3M | -12.9% | +4.9% | -17.8% | -13.7% |
| 6M | -3.9% | +12.0% | -15.9% | -6.0% |
| YTD | -17.3% | +37.1% | -54.4% | -21.6% |
| 1Y | -5.0% | +52.3% | -57.2% | -11.3% |
| 3Y | +78.2% | +45.0% | +33.3% | +65.1% |
| 5Y | +120.6% | +231.0% | -110.3% | +77.6% |
| 10Y | +144.5% | +177.5% | -33.0% | +78.3% |
| All | +104.1% | +1,395.6% | -1,291.5% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling