+323.3%
IBM vs FTI
+2,165.1%
-1,841.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | +5.3% | -5.6% | -1.4% |
| 30D | +0.3% | +15.3% | -15.1% | -2.8% |
| 3M | -21.6% | +15.8% | -37.4% | -24.4% |
| 6M | -4.7% | +22.6% | -27.3% | -9.6% |
| YTD | -19.1% | +79.5% | -98.6% | -29.4% |
| 1Y | -2.5% | +102.0% | -104.5% | -17.4% |
| 3Y | +74.2% | +315.8% | -241.7% | +22.2% |
| 5Y | +113.1% | +1,129.5% | -1,016.4% | +11.1% |
| 10Y | +133.5% | +320.9% | -187.4% | +36.3% |
| All | +323.3% | +2,165.1% | -1,841.8% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling