+147.3%
IBM vs FTV
+109.2%
+38.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +1.6% | +3.9% | -2.3% | -0.1% |
| 30D | +9.2% | +18.7% | -9.5% | +1.3% |
| 3M | +4.9% | +10.0% | -5.1% | +0.4% |
| 6M | +16.8% | +14.6% | +2.2% | +9.8% |
| YTD | -14.3% | +23.4% | -37.7% | -22.3% |
| 1Y | -16.7% | +31.3% | -48.0% | -26.5% |
| 3Y | +82.2% | +39.8% | +42.4% | +53.0% |
| 5Y | +149.9% | +17.7% | +132.3% | +122.4% |
| All | +147.3% | +109.2% | +38.0% | +67.1% |
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