+148.3%
IBM vs FFIV
+126.3%
+22.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.2% |
| 7D | -1.7% | -2.9% | +1.2% | -0.8% |
| 30D | +10.1% | -32.4% | +42.5% | +22.7% |
| 3M | +4.8% | -22.7% | +27.5% | +11.6% |
| 6M | +12.6% | -10.7% | +23.3% | +13.6% |
| YTD | -13.9% | +25.4% | -39.3% | -22.7% |
| 1Y | -18.7% | +34.2% | -52.9% | -28.7% |
| 3Y | +81.9% | +101.2% | -19.3% | +35.9% |
| 5Y | +148.3% | +42.0% | +106.4% | +103.9% |
| All | +148.3% | +126.3% | +22.1% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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