+3,480.2%
IBM vs FLEX
+7,523.3%
-4,043.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | +0.3% | -10.1% | +10.4% | +2.0% |
| 3M | -21.6% | -31.3% | +9.7% | -17.3% |
| 6M | -4.7% | +71.3% | -76.0% | -17.4% |
| YTD | -19.1% | +81.2% | -100.3% | -30.9% |
| 1Y | -2.5% | +98.5% | -101.0% | -18.6% |
| 3Y | +74.2% | +428.2% | -354.1% | +17.8% |
| 5Y | +113.1% | +657.3% | -544.1% | +32.2% |
| 10Y | +133.5% | +995.9% | -862.4% | +26.3% |
| All | +3,480.2% | +7,523.3% | -4,043.1% | +1,086.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling