+239.4%
IBM vs FN
+3,620.5%
-3,381.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.3% |
| 7D | -0.3% | -1.7% | +1.4% | -0.1% |
| 30D | +0.3% | -22.0% | +22.3% | +2.6% |
| 3M | -21.6% | -43.0% | +21.4% | -17.4% |
| 6M | -4.7% | -27.7% | +23.1% | -3.7% |
| YTD | -19.1% | -10.5% | -8.6% | -21.0% |
| 1Y | -2.5% | +12.5% | -15.0% | -8.1% |
| 3Y | +74.2% | +153.8% | -79.6% | +41.5% |
| 5Y | +113.1% | +288.0% | -174.9% | +59.4% |
| 10Y | +133.5% | +906.4% | -772.9% | +50.2% |
| All | +239.4% | +3,620.5% | -3,381.2% | +84.4% |
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 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