+512.8%
IBM vs XHB
+170.3%
+342.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | -0.3% | -2.4% | +2.1% | +0.5% |
| 30D | +6.8% | +7.1% | -0.3% | +4.0% |
| 3M | +4.4% | -6.0% | +10.4% | +6.4% |
| 6M | +13.2% | +2.1% | +11.1% | +11.4% |
| YTD | -15.1% | -0.6% | -14.5% | -16.2% |
| 1Y | -20.2% | -3.3% | -16.9% | -20.5% |
| 3Y | +79.3% | +34.1% | +45.2% | +55.2% |
| 5Y | +147.5% | +28.6% | +118.9% | +112.1% |
| 10Y | +140.2% | +235.0% | -94.9% | +41.8% |
| All | +512.8% | +170.3% | +342.5% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling