+71.6%
IBM vs XEL
+49.2%
+22.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | +0.3% | +1.3% | -1.0% | +0.1% |
| 30D | -1.5% | -1.5% | 0.0% | -1.3% |
| 3M | -16.8% | -0.2% | -16.6% | -16.7% |
| 6M | -9.0% | -5.4% | -3.6% | -8.4% |
| YTD | -20.1% | +5.6% | -25.7% | -21.4% |
| 1Y | -7.0% | +10.5% | -17.5% | -9.6% |
| All | +71.6% | +49.2% | +22.4% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling