+149.9%
IBM vs FFIV
+132.4%
+17.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.2% |
| 7D | -2.5% | -2.1% | -0.4% | -1.9% |
| 30D | +8.4% | -33.8% | +42.1% | +21.5% |
| 3M | +4.5% | -20.6% | +25.1% | +10.2% |
| 6M | +7.9% | -10.2% | +18.1% | +8.6% |
| YTD | -15.2% | +24.5% | -39.7% | -23.7% |
| 1Y | -17.6% | +29.3% | -46.9% | -26.8% |
| 3Y | +82.1% | +103.8% | -21.7% | +35.4% |
| 5Y | +143.3% | +40.9% | +102.5% | +100.3% |
| 10Y | +149.9% | +126.6% | +23.3% | +59.6% |
| All | +149.9% | +132.4% | +17.5% | +59.6% |
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