+456.9%
IBM vs XLB
+818.2%
-361.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | +5.7% | 0.0% | +5.7% | +5.6% |
| 6M | +10.1% | 0.0% | +10.2% | +9.7% |
| YTD | -15.6% | +16.0% | -31.6% | -22.6% |
| 1Y | -19.5% | +24.7% | -44.3% | -29.0% |
| 3Y | +80.4% | +40.4% | +40.0% | +48.9% |
| 5Y | +140.0% | +30.7% | +109.3% | +102.7% |
| 10Y | +155.0% | +173.3% | -18.3% | +48.2% |
| All | +456.9% | +818.2% | -361.3% | +67.1% |
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