+139.0%
IBM vs XLC
+142.6%
-3.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +0.3% | +0.6% | -0.3% | 0.0% |
| 30D | -1.5% | +0.2% | -1.7% | -1.7% |
| 3M | -16.8% | +0.6% | -17.4% | -17.2% |
| 6M | -9.0% | -4.5% | -4.5% | -6.8% |
| YTD | -20.1% | -4.7% | -15.3% | -17.8% |
| 1Y | -7.0% | -1.7% | -5.4% | -6.1% |
| 3Y | +72.4% | +72.3% | +0.1% | +28.0% |
| 5Y | +112.0% | +37.8% | +74.2% | +79.8% |
| All | +139.0% | +142.6% | -3.6% | +21.0% |
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