+151.9%
IBM vs XLC
+135.2%
+16.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.2% | +6.2% | -8.4% | -5.5% |
| 30D | +7.7% | -2.4% | +10.0% | +9.0% |
| 3M | +3.5% | -3.3% | +6.8% | +5.2% |
| 6M | +7.2% | -7.3% | +14.5% | +11.5% |
| YTD | -15.8% | -7.6% | -8.1% | -12.1% |
| 1Y | -19.3% | -3.7% | -15.6% | -17.6% |
| 3Y | +78.0% | +62.9% | +15.0% | +36.3% |
| 5Y | +143.0% | +41.6% | +101.4% | +100.7% |
| All | +151.9% | +135.2% | +16.6% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling