+149.6%
IBM vs FE
+107.4%
+42.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | -5.0% | 0.0% | -4.9% | -5.0% |
| 30D | +11.1% | +5.2% | +5.9% | +9.4% |
| 3M | +5.7% | 0.0% | +5.7% | +5.6% |
| 6M | +10.1% | +5.0% | +5.1% | +7.9% |
| YTD | -15.6% | +7.9% | -23.5% | -18.3% |
| 1Y | -19.5% | +6.3% | -25.9% | -21.8% |
| 3Y | +80.4% | +46.0% | +34.4% | +56.3% |
| 5Y | +140.0% | +45.6% | +94.3% | +106.1% |
| All | +149.6% | +107.4% | +42.2% | +104.2% |
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