+131.6%
IBM vs FDS
+77.6%
+54.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | +0.5% |
| 7D | +0.3% | -5.4% | +5.7% | +2.4% |
| 30D | -1.5% | +1.6% | -3.1% | -2.3% |
| 3M | -16.8% | +17.7% | -34.5% | -22.0% |
| 6M | -9.0% | +29.1% | -38.1% | -18.0% |
| YTD | -20.1% | +1.0% | -21.0% | -21.6% |
| 1Y | -7.0% | -21.6% | +14.6% | -0.7% |
| 3Y | +72.4% | -30.1% | +102.5% | +90.9% |
| 5Y | +112.0% | -20.7% | +132.7% | +117.3% |
| 10Y | +131.6% | +78.3% | +53.3% | +68.4% |
| All | +131.6% | +77.6% | +54.0% | +68.4% |
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