+149.6%
IBM vs FE
+105.3%
+44.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.4% |
| 7D | -5.0% | -1.0% | -3.9% | -4.7% |
| 30D | +11.1% | +4.1% | +7.0% | +9.7% |
| 3M | +5.7% | -1.0% | +6.7% | +5.9% |
| 6M | +10.1% | +4.0% | +6.1% | +8.3% |
| YTD | -15.6% | +6.8% | -22.4% | -18.1% |
| 1Y | -19.5% | +5.3% | -24.8% | -21.5% |
| 3Y | +80.4% | +44.6% | +35.8% | +56.8% |
| 5Y | +140.0% | +44.2% | +95.8% | +106.7% |
| All | +149.6% | +105.3% | +44.3% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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