+71.6%
IBM vs FTV
-2.1%
+73.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | -1.5% | -8.3% | +6.8% | +1.7% |
| 3M | -16.8% | -7.4% | -9.4% | -14.3% |
| 6M | -9.0% | -1.2% | -7.8% | -8.8% |
| YTD | -20.1% | +2.7% | -22.7% | -20.8% |
| 1Y | -7.0% | +18.4% | -25.5% | -12.4% |
| All | +71.6% | -2.1% | +73.6% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling