-13.3%
IBM vs FIG
-52.3%
+39.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | +0.6% |
| 7D | +0.4% | -4.7% | +5.1% | +1.3% |
| 30D | +14.8% | +0.5% | +14.2% | +14.3% |
| 3M | +8.9% | -18.4% | +27.3% | +12.3% |
| 6M | +12.4% | +10.9% | +1.6% | +7.4% |
| YTD | -12.4% | -40.8% | +28.4% | -9.5% |
| 1Y | -13.3% | -51.7% | +38.4% | -5.7% |
| All | -13.3% | -52.3% | +39.0% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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