-16.7%
IBM vs FLR
+8.4%
-25.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +1.6% | +5.4% | -3.8% | +1.3% |
| 30D | +9.2% | +2.8% | +6.4% | +9.0% |
| 3M | +4.9% | -6.4% | +11.3% | +5.1% |
| 6M | +16.8% | +8.8% | +8.0% | +14.4% |
| YTD | -14.3% | +23.6% | -37.9% | -18.4% |
| 1Y | -16.7% | +13.8% | -30.5% | -19.7% |
| All | -16.7% | +8.4% | -25.1% | -19.7% |
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 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