-5.0%
IBM vs FLR
+33.3%
-38.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.2% | +6.5% | +3.4% |
| 7D | +3.6% | -3.1% | +6.7% | +3.6% |
| 30D | +1.5% | +4.9% | -3.4% | +1.4% |
| 3M | -12.9% | +10.8% | -23.7% | -13.6% |
| 6M | -3.9% | +19.7% | -23.6% | -6.8% |
| YTD | -17.3% | +38.4% | -55.7% | -20.1% |
| 1Y | -5.0% | +34.7% | -39.7% | -5.2% |
| All | -5.0% | +33.3% | -38.3% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling