+134.5%
IBM vs FTI
+301.2%
-166.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.0% |
| 7D | -0.3% | -5.6% | +5.3% | +0.7% |
| 30D | -1.8% | +0.4% | -2.3% | -2.0% |
| 3M | -13.5% | +8.1% | -21.6% | -15.1% |
| 6M | -5.1% | +16.7% | -21.8% | -8.4% |
| YTD | -19.4% | +70.0% | -89.4% | -27.6% |
| 1Y | -6.5% | +85.4% | -92.0% | -17.6% |
| 3Y | +73.8% | +265.9% | -192.1% | +31.1% |
| 5Y | +116.3% | +1,072.7% | -956.4% | +22.9% |
| All | +134.5% | +301.2% | -166.7% | +38.1% |
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