+73.9%
IBM vs FN
+158.4%
-84.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.1% |
| 7D | -0.3% | -1.7% | +1.4% | -0.2% |
| 30D | +0.3% | -22.0% | +22.3% | +1.2% |
| 3M | -21.6% | -43.0% | +21.4% | -19.3% |
| 6M | -4.7% | -27.7% | +23.1% | -4.4% |
| YTD | -19.1% | -10.5% | -8.6% | -21.0% |
| 1Y | -2.5% | +12.5% | -15.0% | -7.4% |
| All | +73.9% | +158.4% | -84.4% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling