+79.2%
IBM vs FTI
+209.3%
-130.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | 0.0% |
| 7D | -1.5% | -3.3% | +1.8% | -1.3% |
| 30D | +8.4% | -7.2% | +15.6% | +8.8% |
| 3M | +4.2% | -12.9% | +17.1% | +5.0% |
| 6M | +7.9% | -7.9% | +15.8% | +8.1% |
| YTD | -15.2% | +45.2% | -60.3% | -19.0% |
| 1Y | -18.7% | +48.1% | -66.8% | -22.6% |
| 3Y | +79.2% | +205.0% | -125.8% | +59.3% |
| All | +79.2% | +209.3% | -130.1% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling