-4.7%
IBM vs FLR
+13.6%
-18.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | -0.1% |
| 7D | -0.3% | +5.4% | -5.7% | 0.0% |
| 30D | +0.3% | +11.4% | -11.1% | +1.0% |
| 3M | -21.6% | +11.4% | -33.0% | -21.0% |
| 6M | -4.7% | +16.6% | -21.3% | -5.3% |
| All | -4.7% | +13.6% | -18.3% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling