+153.7%
IBM vs XLC
+134.8%
+19.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.9% |
| 7D | -0.3% | +3.1% | -3.4% | -2.0% |
| 30D | +6.8% | -4.2% | +11.0% | +9.2% |
| 3M | +4.4% | -2.1% | +6.5% | +5.4% |
| 6M | +13.2% | -6.6% | +19.8% | +17.2% |
| YTD | -15.1% | -7.8% | -7.3% | -11.3% |
| 1Y | -20.2% | -4.1% | -16.1% | -18.4% |
| 3Y | +79.3% | +62.6% | +16.7% | +37.5% |
| 5Y | +147.5% | +39.6% | +107.8% | +106.5% |
| All | +153.7% | +134.8% | +19.0% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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