-13.3%
IBM vs FLEX
+23.4%
-36.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -12.3% | +14.0% | +1.6% |
| 7D | +0.4% | -17.0% | +17.4% | +0.3% |
| 30D | +14.8% | -33.8% | +48.6% | +14.6% |
| 3M | +8.9% | -39.0% | +48.0% | +8.5% |
| 6M | +12.4% | -15.9% | +28.3% | +9.7% |
| YTD | -12.4% | +27.8% | -40.2% | -19.8% |
| 1Y | -13.3% | +25.0% | -38.2% | -20.5% |
| All | -13.3% | +23.4% | -36.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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