+128.9%
IBM vs FRSH
-72.5%
+201.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.6% | -6.6% | +10.2% | +4.4% |
| 30D | +3.1% | +2.1% | +1.0% | +2.8% |
| 3M | -10.8% | +29.0% | -39.8% | -13.3% |
| 6M | -0.8% | +48.6% | -49.4% | -4.7% |
| YTD | -16.2% | -2.9% | -13.3% | -17.3% |
| 1Y | -2.9% | -7.9% | +5.0% | -3.9% |
| 3Y | +79.8% | -46.5% | +126.4% | +81.1% |
| All | +128.9% | -72.5% | +201.4% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling