-19.3%
IBM vs FIG
-58.4%
+39.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.3% | +0.2% |
| 7D | -2.2% | -11.4% | +9.2% | -0.1% |
| 30D | +7.7% | -17.2% | +24.9% | +11.3% |
| 3M | +3.5% | -26.6% | +30.1% | +9.2% |
| 6M | +7.2% | -9.8% | +17.0% | +6.5% |
| YTD | -15.8% | -50.1% | +34.4% | -10.5% |
| 1Y | -19.3% | -58.1% | +38.8% | -10.2% |
| All | -19.3% | -58.4% | +39.1% | -10.2% |
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