+1,995.1%
IBM vs FDS
+10,327.4%
-8,332.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | +0.1% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | +11.1% | +20.2% | -9.1% | +5.6% |
| 3M | +5.7% | +19.9% | -14.2% | +0.2% |
| 6M | +10.1% | +56.2% | -46.0% | -2.7% |
| YTD | -15.6% | +14.6% | -30.2% | -19.6% |
| 1Y | -19.5% | +31.6% | -51.1% | -26.2% |
| 3Y | +80.4% | -23.8% | +104.2% | +89.0% |
| 5Y | +140.0% | -22.6% | +162.6% | +147.4% |
| 10Y | +155.0% | +139.3% | +15.6% | +95.5% |
| All | +1,995.1% | +10,327.4% | -8,332.3% | +747.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling