+144.8%
IBM vs XLB
+164.1%
-19.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.6% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +6.8% | +5.3% | +1.5% | +3.2% |
| 3M | +4.4% | 0.0% | +4.4% | +4.3% |
| 6M | +13.2% | +1.2% | +12.0% | +11.8% |
| YTD | -15.1% | +16.9% | -32.0% | -24.5% |
| 1Y | -20.2% | +20.9% | -41.1% | -30.6% |
| 3Y | +79.3% | +43.3% | +36.0% | +36.9% |
| 5Y | +147.5% | +28.3% | +119.1% | +100.3% |
| All | +144.8% | +164.1% | -19.3% | +13.7% |
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