+139.4%
IBM vs FND
+76.3%
+63.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.2% |
| 7D | -2.5% | +8.5% | -11.1% | -3.9% |
| 30D | +8.4% | +17.2% | -8.9% | +5.4% |
| 3M | +4.5% | -14.9% | +19.4% | +6.8% |
| 6M | +7.9% | +3.1% | +4.8% | +6.2% |
| YTD | -15.2% | -12.4% | -2.8% | -14.8% |
| 1Y | -17.6% | -10.0% | -7.6% | -17.6% |
| 3Y | +82.1% | -31.3% | +113.4% | +84.4% |
| 5Y | +143.3% | -60.3% | +203.7% | +162.1% |
| All | +139.4% | +76.3% | +63.1% | +88.3% |
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