+80.4%
IBM vs FIVE
+34.8%
+45.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | +11.1% | +17.7% | -6.5% | +9.6% |
| 3M | +5.7% | +4.0% | +1.7% | +5.2% |
| 6M | +10.1% | +2.6% | +7.5% | +9.6% |
| YTD | -15.6% | +27.6% | -43.2% | -17.7% |
| 1Y | -19.5% | +59.9% | -79.5% | -23.0% |
| 3Y | +80.4% | +35.8% | +44.6% | +74.0% |
| All | +80.4% | +34.8% | +45.5% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling