+143.8%
IBM vs XEL
+151.6%
-7.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.8% | +3.9% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | +3.1% | -3.9% | +7.0% | +4.5% |
| 3M | -10.8% | -2.8% | -8.0% | -10.0% |
| 6M | -0.8% | -5.4% | +4.6% | +0.6% |
| YTD | -16.2% | +3.8% | -19.9% | -18.2% |
| 1Y | -2.9% | +6.8% | -9.7% | -6.5% |
| 3Y | +79.8% | +45.6% | +34.3% | +50.8% |
| 5Y | +124.9% | +30.7% | +94.2% | +94.8% |
| All | +143.8% | +151.6% | -7.8% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 10y: compounded portfolio wealth divided by compounded XEL 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…
10y analysis · Full analysis span regression · 6 months rolling