+159.6%
IBM vs FTV
+124.8%
+34.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | -0.7% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | +8.4% | +17.2% | -8.8% | +1.1% |
| 3M | +4.5% | +8.9% | -4.4% | +0.5% |
| 6M | +7.9% | +11.3% | -3.4% | +2.8% |
| YTD | -15.2% | +21.9% | -37.2% | -22.6% |
| 1Y | -17.6% | +31.6% | -49.1% | -27.2% |
| 3Y | +82.1% | +38.1% | +44.0% | +54.2% |
| 5Y | +143.3% | +15.7% | +127.6% | +118.5% |
| 10Y | +149.9% | +107.5% | +42.5% | +73.5% |
| All | +159.6% | +124.8% | +34.8% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling