+484.3%
IBM vs XHB
+173.9%
+310.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -0.3% | -1.3% | +1.0% | +0.2% |
| 30D | +0.3% | -6.9% | +7.2% | +2.8% |
| 3M | -21.6% | -1.3% | -20.3% | -21.7% |
| 6M | -4.7% | -6.8% | +2.1% | -3.3% |
| YTD | -19.1% | +0.7% | -19.8% | -20.3% |
| 1Y | -2.5% | -11.2% | +8.7% | +0.2% |
| 3Y | +74.2% | +25.3% | +48.8% | +54.6% |
| 5Y | +113.1% | +37.3% | +75.8% | +78.5% |
| 10Y | +133.5% | +211.5% | -78.0% | +41.4% |
| All | +484.3% | +173.9% | +310.4% | +182.0% |
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