+82.2%
IBM vs XLB
+43.9%
+38.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +1.6% | +0.5% | +1.0% | +1.3% |
| 30D | +9.2% | +5.2% | +4.0% | +6.8% |
| 3M | +4.9% | +0.3% | +4.6% | +4.7% |
| 6M | +16.8% | +1.2% | +15.6% | +15.9% |
| YTD | -14.3% | +16.6% | -30.9% | -21.7% |
| 1Y | -16.7% | +21.4% | -38.2% | -25.7% |
| 3Y | +82.2% | +43.2% | +39.0% | +48.4% |
| All | +82.2% | +43.9% | +38.4% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling