+318.4%
IBM vs FFIV
+7,518.9%
-7,200.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.3% | -1.0% | +0.7% | -0.2% |
| 30D | +0.3% | -5.1% | +5.3% | +0.9% |
| 3M | -21.6% | -4.5% | -17.2% | -21.3% |
| 6M | -4.7% | +36.5% | -41.2% | -9.1% |
| YTD | -19.1% | +53.0% | -72.1% | -24.1% |
| 1Y | -2.5% | +24.2% | -26.7% | -6.0% |
| 3Y | +74.2% | +137.2% | -63.1% | +52.7% |
| 5Y | +113.1% | +91.8% | +21.4% | +90.6% |
| 10Y | +133.5% | +215.2% | -81.6% | +93.5% |
| All | +318.4% | +7,518.9% | -7,200.5% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling