+133.4%
IBM vs FND
+57.3%
+76.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.5% |
| 7D | +3.6% | -0.8% | +4.3% | +3.7% |
| 30D | +1.5% | -19.6% | +21.1% | +5.1% |
| 3M | -12.9% | -4.3% | -8.6% | -12.9% |
| 6M | -3.9% | -20.4% | +16.5% | -1.3% |
| YTD | -17.3% | -21.9% | +4.5% | -15.1% |
| 1Y | -5.0% | -45.2% | +40.2% | +3.0% |
| 3Y | +78.2% | -49.2% | +127.4% | +90.2% |
| 5Y | +120.6% | -61.8% | +182.4% | +138.1% |
| All | +133.4% | +57.3% | +76.1% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling