+72.4%
IBM vs XHB
+26.5%
+45.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | -1.5% | -9.1% | +7.6% | +0.7% |
| 3M | -16.8% | -2.3% | -14.4% | -16.8% |
| 6M | -9.0% | -4.1% | -4.9% | -8.8% |
| YTD | -20.1% | -1.7% | -18.3% | -20.4% |
| 1Y | -7.0% | -15.1% | +8.1% | -3.9% |
| 3Y | +72.4% | +26.8% | +45.6% | +52.7% |
| All | +72.4% | +26.5% | +45.9% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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