+131.6%
IBM vs XLB
+159.0%
-27.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | -1.5% | -1.7% | +0.3% | -0.4% |
| 3M | -16.8% | +4.4% | -21.1% | -19.3% |
| 6M | -9.0% | +5.0% | -14.1% | -12.5% |
| YTD | -20.1% | +15.5% | -35.5% | -28.2% |
| 1Y | -7.0% | +14.9% | -21.9% | -16.5% |
| 3Y | +72.4% | +34.5% | +37.9% | +37.4% |
| 5Y | +112.0% | +36.5% | +75.4% | +63.1% |
| 10Y | +131.6% | +159.6% | -28.1% | +8.5% |
| All | +131.6% | +159.0% | -27.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling