-15.9%
IBM vs FRMI
-79.6%
+63.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.3% | 0.0% |
| 7D | -0.3% | +2.4% | -2.7% | -0.3% |
| 30D | +0.3% | -17.3% | +17.6% | +0.4% |
| 3M | -21.6% | -17.2% | -4.5% | -22.1% |
| 6M | -4.7% | -43.4% | +38.7% | -4.3% |
| YTD | -19.1% | -36.0% | +16.9% | -19.3% |
| All | -15.9% | -79.6% | +63.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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