+80.4%
IBM vs XLC
+60.5%
+19.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -5.0% | +4.9% | -9.9% | -7.9% |
| 30D | +11.1% | -5.8% | +16.9% | +15.5% |
| 3M | +5.7% | -5.4% | +11.1% | +9.4% |
| 6M | +10.1% | -10.2% | +20.3% | +17.8% |
| YTD | -15.6% | -10.2% | -5.4% | -9.5% |
| 1Y | -19.5% | -5.6% | -13.9% | -16.4% |
| 3Y | +80.4% | +61.0% | +19.4% | +40.4% |
| All | +80.4% | +60.5% | +19.9% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling