-18.8%
IBM vs FIVE
+63.1%
-81.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -0.3% |
| 7D | -2.5% | +6.2% | -8.7% | -3.3% |
| 30D | +8.4% | +18.2% | -9.8% | +6.1% |
| 3M | +4.5% | +3.8% | +0.6% | +3.5% |
| 6M | +7.9% | +13.7% | -5.8% | +6.4% |
| YTD | -15.2% | +34.7% | -49.9% | -23.1% |
| All | -18.8% | +63.1% | -81.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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