+149.6%
IBM vs FLEX
+569.1%
-419.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.4% | -1.6% |
| 7D | -5.0% | -19.3% | +14.3% | -1.8% |
| 30D | +11.1% | -41.5% | +52.6% | +20.9% |
| 3M | +5.7% | -43.1% | +48.8% | +15.1% |
| 6M | +10.1% | -48.2% | +58.3% | +19.8% |
| YTD | -15.6% | +15.5% | -31.1% | -25.2% |
| 1Y | -19.5% | +10.2% | -29.8% | -28.1% |
| 3Y | +80.4% | +256.8% | -176.4% | +17.3% |
| 5Y | +140.0% | +408.2% | -268.2% | +39.7% |
| All | +149.6% | +569.1% | -419.5% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling