+138.2%
IBM vs XLB
+29.2%
+109.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.5% |
| 7D | -5.0% | -1.5% | -3.5% | -4.3% |
| 30D | +11.1% | +6.1% | +5.0% | +8.2% |
| 3M | +5.7% | 0.0% | +5.7% | +5.6% |
| 6M | +10.1% | 0.0% | +10.2% | +9.8% |
| YTD | -15.6% | +16.0% | -31.6% | -22.2% |
| 1Y | -19.5% | +24.7% | -44.3% | -28.5% |
| 3Y | +80.4% | +40.4% | +40.0% | +50.7% |
| All | +138.2% | +29.2% | +109.0% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling