+433.9%
IBM vs XLB
+822.6%
-388.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -0.3% | -1.4% | +1.1% | +0.4% |
| 30D | +0.3% | -0.4% | +0.7% | +0.4% |
| 3M | -21.6% | +2.0% | -23.6% | -22.5% |
| 6M | -4.7% | +1.8% | -6.5% | -6.1% |
| YTD | -19.1% | +16.6% | -35.7% | -25.9% |
| 1Y | -2.5% | +16.9% | -19.4% | -11.1% |
| 3Y | +74.2% | +32.6% | +41.6% | +48.0% |
| 5Y | +113.1% | +35.6% | +77.5% | +76.5% |
| 10Y | +133.5% | +160.0% | -26.5% | +38.9% |
| All | +433.9% | +822.6% | -388.7% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling