+134.6%
IBM vs USFR
+27.5%
+107.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +0.3% | +0.3% | 0.0% | +0.3% |
| 3M | -21.6% | +1.0% | -22.6% | -21.6% |
| 6M | -4.7% | +1.9% | -6.6% | -4.8% |
| YTD | -19.1% | +2.6% | -21.7% | -19.2% |
| 1Y | -2.5% | +4.0% | -6.5% | -2.7% |
| 3Y | +74.2% | +14.1% | +60.1% | +73.1% |
| 5Y | +113.1% | +20.4% | +92.7% | +111.6% |
| 10Y | +133.5% | +28.0% | +105.5% | +131.3% |
| All | +134.6% | +27.5% | +107.0% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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