-18.8%
IBM vs FFIV
+28.8%
-47.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | 0.0% |
| 7D | -2.5% | -2.1% | -0.4% | -2.1% |
| 30D | +8.4% | -33.8% | +42.1% | +17.5% |
| 3M | +4.5% | -20.6% | +25.1% | +6.8% |
| 6M | +7.9% | -10.2% | +18.1% | +3.3% |
| YTD | -15.2% | +24.5% | -39.7% | -29.5% |
| All | -18.8% | +28.8% | -47.6% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling