-13.3%
IBM vs FRMI
-93.1%
+79.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -10.6% | +12.3% | +1.8% |
| 7D | +0.4% | -39.7% | +40.2% | +0.7% |
| 30D | +14.8% | -55.2% | +69.9% | +15.0% |
| 3M | +8.9% | -71.2% | +80.1% | +9.2% |
| 6M | +12.4% | -64.1% | +76.5% | +11.2% |
| YTD | -12.4% | -77.2% | +64.9% | -12.4% |
| 1Y | -13.3% | -93.2% | +79.9% | -9.0% |
| All | -13.3% | -93.1% | +79.9% | -9.0% |
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