+903.2%
IBM vs FE
+561.4%
+341.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.3% | +1.9% | -2.2% | -0.9% |
| 30D | +0.3% | -1.2% | +1.4% | +0.6% |
| 3M | -21.6% | +3.5% | -25.1% | -22.6% |
| 6M | -4.7% | -6.1% | +1.4% | -3.4% |
| YTD | -19.1% | +7.6% | -26.7% | -21.4% |
| 1Y | -2.5% | +11.9% | -14.4% | -6.5% |
| 3Y | +74.2% | +48.4% | +25.7% | +51.5% |
| 5Y | +113.1% | +44.8% | +68.3% | +85.3% |
| 10Y | +133.5% | +115.9% | +17.7% | +74.2% |
| All | +903.2% | +561.4% | +341.8% | +382.2% |
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 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