+141.6%
IBM vs FN
+772.0%
-630.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.6% |
| 7D | -1.5% | -4.1% | +2.5% | -1.4% |
| 30D | +8.4% | -28.3% | +36.7% | +11.9% |
| 3M | +4.2% | -33.9% | +38.1% | +7.8% |
| 6M | +7.9% | -43.9% | +51.8% | +12.6% |
| YTD | -15.2% | -23.4% | +8.3% | -17.1% |
| 1Y | -18.7% | -25.4% | +6.7% | -20.6% |
| 3Y | +79.2% | +107.9% | -28.7% | +40.2% |
| 5Y | +144.7% | +195.1% | -50.4% | +73.1% |
| 10Y | +141.6% | +794.1% | -652.5% | +34.9% |
| All | +141.6% | +772.0% | -630.4% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling