+946.4%
IBM vs FE
+556.6%
+389.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.9% |
| 1Y | -19.5% | +5.3% | -24.8% | -21.4% |
| 3Y | +80.4% | +44.6% | +35.8% | +58.3% |
| 5Y | +140.0% | +44.2% | +95.8% | +108.8% |
| 10Y | +155.0% | +107.3% | +47.7% | +92.6% |
| All | +946.4% | +556.6% | +389.8% | +403.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling