+143.6%
IBM vs XLE
+170.5%
-26.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.8% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | +10.1% | -4.0% | +14.1% | +11.6% |
| 3M | +4.8% | +4.6% | +0.2% | +2.9% |
| 6M | +12.6% | +12.3% | +0.3% | +7.2% |
| YTD | -13.9% | +44.5% | -58.4% | -26.1% |
| 1Y | -18.7% | +42.4% | -61.1% | -29.9% |
| 3Y | +81.9% | +67.0% | +14.9% | +45.6% |
| 5Y | +148.3% | +161.9% | -13.6% | +57.5% |
| 10Y | +143.6% | +173.9% | -30.2% | +41.9% |
| All | +143.6% | +170.5% | -26.8% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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