-13.3%
IBM vs FRSH
+21.1%
-34.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.3% | +8.0% | +4.5% |
| 7D | +0.4% | -13.8% | +14.2% | +7.0% |
| 30D | +14.8% | +0.3% | +14.5% | +13.9% |
| 3M | +8.9% | +10.1% | -1.2% | +2.7% |
| 6M | +12.4% | +47.7% | -35.2% | -7.3% |
| YTD | -12.4% | +8.2% | -20.6% | -27.4% |
| 1Y | -13.3% | +21.4% | -34.7% | -28.8% |
| All | -13.3% | +21.1% | -34.4% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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