+140.0%
IBM vs FLR
+8.6%
+131.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.5% | +5.1% | -6.6% | -2.2% |
| 30D | +8.4% | -0.5% | +8.9% | +8.3% |
| 3M | +4.2% | -3.5% | +7.7% | +4.4% |
| 6M | +7.9% | +16.5% | -8.5% | +4.9% |
| YTD | -15.2% | +27.3% | -42.5% | -18.8% |
| 1Y | -18.7% | +10.6% | -29.4% | -20.9% |
| 3Y | +79.2% | +39.4% | +39.8% | +65.3% |
| 5Y | +144.7% | +126.4% | +18.3% | +108.7% |
| All | +140.0% | +8.6% | +131.4% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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