+144.5%
IBM vs FTV
+78.2%
+66.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.9% |
| 7D | +3.6% | -1.3% | +4.8% | +4.1% |
| 30D | +1.5% | -9.5% | +11.0% | +5.9% |
| 3M | -12.9% | -10.9% | -2.0% | -8.5% |
| 6M | -3.9% | -0.6% | -3.3% | -4.0% |
| YTD | -17.3% | +1.4% | -18.8% | -18.3% |
| 1Y | -5.0% | +17.6% | -22.6% | -12.1% |
| 3Y | +78.2% | -3.3% | +81.5% | +76.0% |
| 5Y | +120.6% | -0.1% | +120.8% | +110.4% |
| 10Y | +144.5% | +82.5% | +62.0% | +82.7% |
| All | +144.5% | +78.2% | +66.3% | +82.7% |
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