+147.3%
IBM vs FLR
+7.4%
+139.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +1.6% | +5.4% | -3.8% | +0.9% |
| 30D | +9.2% | +2.8% | +6.4% | +8.7% |
| 3M | +4.9% | -6.4% | +11.3% | +5.5% |
| 6M | +16.8% | +8.8% | +8.0% | +14.5% |
| YTD | -14.3% | +23.6% | -37.9% | -17.7% |
| 1Y | -16.7% | +13.8% | -30.5% | -19.3% |
| 3Y | +82.2% | +36.5% | +45.8% | +68.5% |
| 5Y | +149.9% | +119.3% | +30.6% | +113.8% |
| All | +147.3% | +7.4% | +139.9% | +136.4% |
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