-16.2%
IBM vs FRMI
-78.6%
+62.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | +0.1% | -2.4% |
| 7D | -0.3% | +10.9% | -11.2% | -0.4% |
| 30D | -1.8% | -24.3% | +22.5% | -1.7% |
| 3M | -13.5% | -21.8% | +8.3% | -13.6% |
| 6M | -5.1% | -33.0% | +27.9% | -5.1% |
| YTD | -19.4% | -32.6% | +13.2% | -19.7% |
| All | -16.2% | -78.6% | +62.4% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling