+267.5%
IBM vs FN
+3,020.0%
-2,752.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +2.4% |
| 7D | +0.4% | -7.0% | +7.4% | +1.0% |
| 30D | +14.8% | -24.7% | +39.5% | +17.8% |
| 3M | +8.9% | -35.7% | +44.6% | +13.0% |
| 6M | +12.4% | -52.4% | +64.8% | +19.5% |
| YTD | -12.4% | -25.0% | +12.6% | -13.4% |
| 1Y | -13.3% | -25.7% | +12.4% | -14.5% |
| 3Y | +88.6% | +110.2% | -21.6% | +55.6% |
| 5Y | +154.8% | +192.3% | -37.5% | +96.2% |
| 10Y | +164.7% | +812.3% | -647.6% | +71.2% |
| All | +267.5% | +3,020.0% | -2,752.5% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling