+78.0%
IBM vs FLR
+47.2%
+30.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | -2.2% | +5.1% | -7.3% | -2.7% |
| 30D | +7.7% | -0.5% | +8.1% | +7.6% |
| 3M | +3.5% | -3.5% | +6.9% | +3.7% |
| 6M | +7.2% | +16.5% | -9.3% | +4.2% |
| YTD | -15.8% | +27.3% | -43.0% | -19.6% |
| 1Y | -19.3% | +10.6% | -29.9% | -21.6% |
| 3Y | +78.0% | +39.4% | +38.6% | +59.6% |
| All | +78.0% | +47.2% | +30.8% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling