-18.7%
IBM vs FTV
+32.5%
-51.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.5% |
| 3M | +4.2% | +9.8% | -5.6% | -0.3% |
| 6M | +7.9% | +12.3% | -4.4% | +2.5% |
| YTD | -15.2% | +23.1% | -38.3% | -21.7% |
| 1Y | -18.7% | +32.5% | -51.3% | -28.3% |
| All | -18.7% | +32.5% | -51.2% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling