+2,562.9%
IBM vs XEL
+2,110.3%
+452.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +1.6% | +2.4% | -0.9% | +0.9% |
| 30D | +9.2% | +8.3% | +0.9% | +6.8% |
| 3M | +4.9% | +4.2% | +0.8% | +3.6% |
| 6M | +16.8% | +3.7% | +13.0% | +15.3% |
| YTD | -14.3% | +13.1% | -27.3% | -17.8% |
| 1Y | -16.7% | +5.0% | -21.7% | -18.4% |
| 3Y | +82.2% | +55.0% | +27.3% | +58.1% |
| 5Y | +149.9% | +51.8% | +98.1% | +116.6% |
| 10Y | +142.6% | +185.6% | -43.0% | +76.7% |
| All | +2,562.9% | +2,110.3% | +452.6% | +953.4% |
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 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