+142.1%
IBM vs FN
+148.3%
-6.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.2% | +11.4% | -1.9% |
| 7D | -4.3% | -16.0% | +11.7% | -3.4% |
| 30D | +11.7% | -40.1% | +51.8% | +15.0% |
| 3M | +5.5% | -43.9% | +49.4% | +8.7% |
| 6M | +9.5% | -55.6% | +65.1% | +14.2% |
| YTD | -14.9% | -35.7% | +20.8% | -15.5% |
| 1Y | -17.4% | -39.8% | +22.5% | -17.6% |
| 3Y | +83.3% | +80.3% | +3.0% | +55.9% |
| 5Y | +142.1% | +143.3% | -1.2% | +84.8% |
| All | +142.1% | +148.3% | -6.2% | +84.8% |
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