+2,574.6%
IBM vs XEL
+2,096.4%
+478.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | -1.7% | +0.7% | -2.5% | -1.9% |
| 30D | +10.1% | +9.3% | +0.8% | +7.4% |
| 3M | +4.8% | +5.3% | -0.4% | +3.2% |
| 6M | +12.6% | +2.2% | +10.4% | +11.6% |
| YTD | -13.9% | +12.3% | -26.2% | -17.3% |
| 1Y | -18.7% | +3.0% | -21.7% | -20.0% |
| 3Y | +81.9% | +51.6% | +30.3% | +58.8% |
| 5Y | +148.3% | +50.0% | +98.3% | +115.9% |
| 10Y | +143.6% | +183.8% | -40.2% | +77.8% |
| All | +2,574.6% | +2,096.4% | +478.2% | +959.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling