+148.3%
IBM vs XHB
+33.4%
+114.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.7% | -4.1% | +2.4% | -0.7% |
| 30D | +10.1% | +9.6% | +0.5% | +7.5% |
| 3M | +4.8% | -6.0% | +10.8% | +6.2% |
| 6M | +12.6% | +2.2% | +10.4% | +11.3% |
| YTD | -13.9% | +1.1% | -15.0% | -15.0% |
| 1Y | -18.7% | -1.7% | -17.0% | -19.2% |
| 3Y | +81.9% | +36.5% | +45.4% | +62.8% |
| 5Y | +148.3% | +33.5% | +114.9% | +111.5% |
| All | +148.3% | +33.4% | +114.9% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling