+82.2%
IBM vs XLC
+65.1%
+17.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.3% |
| 7D | +1.6% | +3.7% | -2.2% | -0.8% |
| 30D | +9.2% | -1.9% | +11.1% | +10.5% |
| 3M | +4.9% | -3.1% | +8.0% | +6.9% |
| 6M | +16.8% | -6.4% | +23.1% | +21.6% |
| YTD | -14.3% | -6.8% | -7.5% | -10.2% |
| 1Y | -16.7% | -1.7% | -15.0% | -15.7% |
| 3Y | +82.2% | +64.7% | +17.5% | +42.0% |
| All | +82.2% | +65.1% | +17.2% | +42.0% |
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 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