+128.5%
IBM vs FND
+66.0%
+62.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -0.3% | -5.2% | +4.9% | +0.5% |
| 30D | +0.3% | -19.9% | +20.2% | +3.8% |
| 3M | -21.6% | +2.7% | -24.3% | -22.5% |
| 6M | -4.7% | -21.7% | +17.0% | -1.9% |
| YTD | -19.1% | -17.5% | -1.6% | -17.6% |
| 1Y | -2.5% | -39.3% | +36.8% | +4.0% |
| 3Y | +74.2% | -49.8% | +123.9% | +86.3% |
| 5Y | +113.1% | -60.1% | +173.2% | +128.5% |
| All | +128.5% | +66.0% | +62.5% | +82.0% |
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