+404.1%
IBM vs FLR
+603.8%
-199.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | -0.3% | +5.4% | -5.7% | -1.3% |
| 30D | +0.3% | +11.4% | -11.1% | -2.0% |
| 3M | -21.6% | +11.4% | -33.0% | -23.9% |
| 6M | -4.7% | +16.6% | -21.3% | -9.0% |
| YTD | -19.1% | +41.7% | -60.8% | -25.5% |
| 1Y | -2.5% | +35.4% | -37.9% | -9.9% |
| 3Y | +74.2% | +57.3% | +16.8% | +50.9% |
| 5Y | +113.1% | +241.0% | -127.8% | +54.0% |
| 10Y | +133.5% | +16.6% | +116.9% | +83.8% |
| All | +404.1% | +603.8% | -199.8% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling