+120.6%
IBM vs XEL
+29.4%
+91.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.6% |
| 7D | +3.6% | +0.9% | +2.7% | +3.3% |
| 30D | +1.5% | -0.9% | +2.4% | +1.7% |
| 3M | -12.9% | -1.4% | -11.5% | -12.7% |
| 6M | -3.9% | -5.8% | +1.9% | -2.8% |
| YTD | -17.3% | +4.7% | -22.0% | -19.0% |
| 1Y | -5.0% | +9.1% | -14.0% | -8.2% |
| 3Y | +78.2% | +47.8% | +30.4% | +56.8% |
| 5Y | +120.6% | +29.0% | +91.6% | +104.7% |
| All | +120.6% | +29.4% | +91.2% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling