+80.4%
IBM vs FDS
-23.2%
+103.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | +0.6% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | +11.1% | +20.2% | -9.1% | +3.2% |
| 3M | +5.7% | +19.9% | -14.2% | -2.4% |
| 6M | +10.1% | +56.2% | -46.0% | -7.5% |
| YTD | -15.6% | +14.6% | -30.2% | -22.7% |
| 1Y | -19.5% | +31.6% | -51.1% | -29.6% |
| 3Y | +80.4% | -23.8% | +104.2% | +91.2% |
| All | +80.4% | -23.2% | +103.6% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling