+141.6%
IBM vs FTV
+107.5%
+34.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -1.5% | +1.4% | -2.9% | -2.1% |
| 30D | +8.4% | +18.3% | -9.9% | +0.7% |
| 3M | +4.2% | +9.8% | -5.6% | -0.2% |
| 6M | +7.9% | +12.3% | -4.4% | +2.3% |
| YTD | -15.2% | +23.1% | -38.3% | -23.0% |
| 1Y | -18.7% | +32.5% | -51.3% | -28.6% |
| 3Y | +79.2% | +38.3% | +40.9% | +51.2% |
| 5Y | +144.7% | +16.8% | +127.9% | +118.5% |
| 10Y | +141.6% | +106.6% | +35.0% | +66.7% |
| All | +141.6% | +107.5% | +34.1% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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