+143.3%
IBM vs FN
+206.7%
-63.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.9% | -11.4% | -0.3% |
| 7D | -2.5% | +16.3% | -18.8% | -3.6% |
| 30D | +8.4% | -24.7% | +33.1% | +10.0% |
| 3M | +4.5% | -34.9% | +39.4% | +6.7% |
| 6M | +7.9% | -41.1% | +49.0% | +10.4% |
| YTD | -15.2% | -19.6% | +4.4% | -17.0% |
| 1Y | -17.6% | -18.5% | +0.9% | -19.7% |
| 3Y | +82.1% | +119.1% | -37.1% | +53.2% |
| 5Y | +143.3% | +206.9% | -63.6% | +83.4% |
| All | +143.3% | +206.7% | -63.3% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling