-2.1%
IBM vs FIG
-74.1%
+72.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.3% | +6.6% | +3.8% |
| 7D | +3.6% | -14.5% | +18.0% | +5.6% |
| 30D | +1.5% | -13.3% | +14.8% | +3.2% |
| 3M | -12.9% | +7.4% | -20.3% | -14.6% |
| 6M | -3.9% | -27.8% | +23.9% | -3.4% |
| YTD | -17.3% | -41.1% | +23.8% | -16.9% |
| 1Y | -5.0% | -58.7% | +53.7% | -3.4% |
| All | -2.1% | -74.1% | +72.0% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling