-16.7%
IBM vs FIG
-55.0%
+38.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.4% |
| 7D | +1.6% | +3.4% | -1.8% | +0.8% |
| 30D | +9.2% | -9.5% | +18.6% | +10.8% |
| 3M | +4.9% | -26.2% | +31.1% | +10.6% |
| 6M | +16.8% | +2.7% | +14.1% | +13.1% |
| YTD | -14.3% | -48.0% | +33.7% | -11.2% |
| 1Y | -16.7% | -52.0% | +35.3% | -12.4% |
| All | -16.7% | -55.0% | +38.3% | -12.4% |
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