-19.5%
IBM vs FLEX
+6.1%
-25.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.4% | -0.8% |
| 7D | -5.0% | -19.3% | +14.3% | -5.1% |
| 30D | +11.1% | -41.5% | +52.6% | +10.8% |
| 3M | +5.7% | -43.1% | +48.8% | +5.3% |
| 6M | +10.1% | -48.2% | +58.3% | +9.4% |
| YTD | -15.6% | +15.5% | -31.1% | -22.8% |
| 1Y | -19.5% | +10.2% | -29.8% | -25.9% |
| All | -19.5% | +6.1% | -25.6% | -25.9% |
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