+72.4%
IBM vs FLEX
+475.0%
-402.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.5% |
| 7D | +0.3% | +7.0% | -6.7% | -0.3% |
| 30D | -1.5% | -5.8% | +4.3% | -1.1% |
| 3M | -16.8% | -24.2% | +7.5% | -15.3% |
| 6M | -9.0% | +90.8% | -99.8% | -20.6% |
| YTD | -20.1% | +89.2% | -109.2% | -30.4% |
| 1Y | -7.0% | +104.7% | -111.7% | -20.8% |
| 3Y | +72.4% | +478.1% | -405.7% | +13.9% |
| All | +72.4% | +475.0% | -402.6% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling