0.0%
IBM vs FIG
-77.9%
+77.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.1% |
| 7D | -5.0% | -13.1% | +8.1% | -3.3% |
| 30D | +11.1% | -13.0% | +24.1% | +12.9% |
| 3M | +5.7% | -21.5% | +27.2% | +8.6% |
| 6M | +10.1% | -2.5% | +12.6% | +9.5% |
| YTD | -15.6% | -49.7% | +34.1% | -13.5% |
| 1Y | -19.5% | -59.1% | +39.5% | -17.1% |
| All | 0.0% | -77.9% | +77.8% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling