+73.9%
IBM vs FFIV
+136.9%
-62.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | +0.3% | -5.1% | +5.3% | +1.6% |
| 3M | -21.6% | -4.5% | -17.2% | -21.2% |
| 6M | -4.7% | +36.5% | -41.2% | -14.5% |
| YTD | -19.1% | +53.0% | -72.1% | -29.8% |
| 1Y | -2.5% | +24.2% | -26.7% | -10.9% |
| All | +73.9% | +136.9% | -62.9% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling