+150.1%
IBM vs FLEX
+421.8%
-271.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.4% |
| 7D | +1.6% | +7.5% | -5.9% | +0.7% |
| 30D | +9.2% | -25.3% | +34.5% | +12.0% |
| 3M | +4.9% | -39.7% | +44.6% | +9.8% |
| 6M | +16.8% | -47.9% | +64.6% | +23.1% |
| YTD | -14.3% | +24.1% | -38.4% | -23.8% |
| 1Y | -16.7% | +26.0% | -42.7% | -26.4% |
| 3Y | +82.2% | +282.7% | -200.5% | +23.3% |
| All | +150.1% | +421.8% | -271.6% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling