+144.5%
IBM vs FLR
+17.1%
+127.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.5% | +3.7% |
| 7D | +3.6% | -3.1% | +6.7% | +3.9% |
| 30D | +1.5% | +4.9% | -3.4% | +0.9% |
| 3M | -12.9% | +10.8% | -23.7% | -14.6% |
| 6M | -3.9% | +19.7% | -23.6% | -7.1% |
| YTD | -17.3% | +38.4% | -55.7% | -21.5% |
| 1Y | -5.0% | +34.7% | -39.7% | -9.8% |
| 3Y | +78.2% | +56.7% | +21.6% | +62.3% |
| 5Y | +120.6% | +241.6% | -121.0% | +78.9% |
| 10Y | +144.5% | +20.2% | +124.3% | +124.3% |
| All | +144.5% | +17.1% | +127.3% | +124.3% |
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