-2.5%
IBM vs FLEX
+102.8%
-105.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +0.3% | -10.1% | +10.4% | +0.2% |
| 3M | -21.6% | -31.3% | +9.7% | -21.5% |
| 6M | -4.7% | +71.3% | -76.0% | -11.0% |
| YTD | -19.1% | +81.2% | -100.3% | -25.1% |
| 1Y | -2.5% | +98.5% | -101.0% | -9.1% |
| All | -2.5% | +102.8% | -105.3% | -9.1% |
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