+477.3%
IBM vs XBI
+937.9%
-460.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.9% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | -1.5% | +2.9% | -4.4% | -2.4% |
| 3M | -16.8% | +26.2% | -43.0% | -22.5% |
| 6M | -9.0% | +30.7% | -39.7% | -16.5% |
| YTD | -20.1% | +32.9% | -53.0% | -27.2% |
| 1Y | -7.0% | +72.3% | -79.3% | -21.7% |
| 3Y | +72.4% | +107.2% | -34.8% | +35.2% |
| 5Y | +112.0% | +23.2% | +88.8% | +87.9% |
| 10Y | +131.6% | +158.5% | -27.0% | +51.0% |
| All | +477.3% | +937.9% | -460.6% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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