-19.5%
IBM vs FN
-33.3%
+13.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.5% | -0.7% |
| 7D | -5.0% | 0.0% | -4.9% | -4.9% |
| 30D | +11.1% | -34.3% | +45.4% | +10.7% |
| 3M | +5.7% | -39.9% | +45.6% | +5.2% |
| 6M | +10.1% | -51.8% | +61.9% | +10.6% |
| YTD | -15.6% | -28.1% | +12.5% | -19.2% |
| 1Y | -19.5% | -29.1% | +9.5% | -23.6% |
| All | -19.5% | -33.3% | +13.8% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling