+141.6%
IBM vs FE
+110.9%
+30.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +8.4% | +4.3% | +4.1% | +7.0% |
| 3M | +4.2% | +0.4% | +3.8% | +3.9% |
| 6M | +7.9% | +6.9% | +1.0% | +5.2% |
| YTD | -15.2% | +8.0% | -23.2% | -18.0% |
| 1Y | -18.7% | +4.8% | -23.6% | -20.6% |
| 3Y | +79.2% | +49.0% | +30.3% | +53.9% |
| 5Y | +144.7% | +46.2% | +98.5% | +109.4% |
| 10Y | +141.6% | +120.9% | +20.7% | +96.6% |
| All | +141.6% | +110.9% | +30.7% | +96.6% |
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