-5.0%
IBM vs FIG
-58.0%
+53.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.3% | +6.6% | +4.0% |
| 7D | +3.6% | -14.5% | +18.0% | +6.4% |
| 30D | +1.5% | -13.3% | +14.8% | +3.8% |
| 3M | -12.9% | +7.4% | -20.3% | -15.5% |
| 6M | -3.9% | -27.8% | +23.9% | -2.4% |
| YTD | -17.3% | -41.1% | +23.8% | -15.4% |
| 1Y | -5.0% | -58.7% | +53.7% | +0.5% |
| All | -5.0% | -58.0% | +53.0% | +0.5% |
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