+436.3%
IBM vs FLR
+534.4%
-98.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.4% |
| 7D | -1.7% | +6.3% | -8.0% | -2.9% |
| 30D | +10.1% | +1.8% | +8.3% | +9.5% |
| 3M | +4.8% | -4.4% | +9.2% | +5.3% |
| 6M | +12.6% | +15.9% | -3.3% | +8.1% |
| YTD | -13.9% | +27.7% | -41.6% | -19.4% |
| 1Y | -18.7% | +11.6% | -30.3% | -22.1% |
| 3Y | +81.9% | +39.9% | +42.0% | +60.8% |
| 5Y | +148.3% | +127.5% | +20.8% | +94.0% |
| 10Y | +143.6% | +11.6% | +132.1% | +93.0% |
| All | +436.3% | +534.4% | -98.0% | +90.9% |
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