-18.3%
IBM vs FPS
+24.3%
-42.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.3% |
| 7D | +0.3% | +10.4% | -10.1% | -0.2% |
| 30D | -1.5% | -16.5% | +15.0% | -0.7% |
| 3M | -16.8% | -45.5% | +28.8% | -13.3% |
| 6M | -9.0% | +2.1% | -11.1% | -8.7% |
| All | -18.3% | +24.3% | -42.6% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling