+143.2%
IBM vs FND
+68.8%
+74.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | -1.7% | -4.4% | +2.7% | -1.0% |
| 30D | +10.1% | +14.5% | -4.4% | +7.5% |
| 3M | +4.8% | -15.6% | +20.4% | +7.3% |
| 6M | +12.6% | +4.7% | +7.9% | +10.6% |
| YTD | -13.9% | -16.1% | +2.2% | -12.8% |
| 1Y | -18.7% | -16.0% | -2.7% | -17.8% |
| 3Y | +81.9% | -35.5% | +117.4% | +86.2% |
| 5Y | +148.3% | -60.5% | +208.8% | +167.3% |
| All | +143.2% | +68.8% | +74.4% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling