+149.9%
IBM vs FDS
+135.1%
+14.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | -2.5% | -5.0% | +2.4% | -0.6% |
| 30D | +8.4% | +13.8% | -5.4% | +2.8% |
| 3M | +4.5% | +14.8% | -10.4% | -1.8% |
| 6M | +7.9% | +47.4% | -39.5% | -8.1% |
| YTD | -15.2% | +14.2% | -29.4% | -21.3% |
| 1Y | -17.6% | +26.6% | -44.2% | -26.6% |
| 3Y | +82.1% | -24.4% | +106.5% | +94.7% |
| 5Y | +143.3% | -22.6% | +166.0% | +152.7% |
| 10Y | +149.9% | +130.0% | +19.9% | +61.7% |
| All | +149.9% | +135.1% | +14.8% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling