+123.0%
IBM vs FTI
+1,066.8%
-943.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.8% |
| 7D | +3.6% | -4.4% | +8.0% | +4.1% |
| 30D | +3.1% | +1.5% | +1.6% | +2.9% |
| 3M | -10.8% | +8.2% | -19.0% | -11.9% |
| 6M | -0.8% | +18.8% | -19.6% | -3.4% |
| YTD | -16.2% | +71.7% | -87.9% | -22.3% |
| 1Y | -2.9% | +90.0% | -92.9% | -11.3% |
| 3Y | +79.8% | +270.5% | -190.6% | +47.0% |
| All | +123.0% | +1,066.8% | -943.8% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling