+143.6%
IBM vs FTI
+180.1%
-36.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | -1.7% | +1.4% | -3.1% | -2.0% |
| 30D | +10.1% | -6.3% | +16.3% | +11.2% |
| 3M | +4.8% | -13.1% | +18.0% | +7.2% |
| 6M | +12.6% | -8.0% | +20.6% | +13.4% |
| YTD | -13.9% | +47.1% | -61.0% | -20.8% |
| 1Y | -18.7% | +50.7% | -69.4% | -25.6% |
| 3Y | +81.9% | +209.0% | -127.1% | +41.5% |
| 5Y | +148.3% | +847.0% | -698.7% | +47.0% |
| 10Y | +143.6% | +184.3% | -40.7% | +55.3% |
| All | +143.6% | +180.1% | -36.4% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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