+147.3%
IBM vs XLE
+181.7%
-34.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | +1.6% | +5.4% | -3.9% | -0.4% |
| 30D | +9.2% | -3.9% | +13.1% | +10.6% |
| 3M | +4.9% | +7.0% | -2.1% | +2.1% |
| 6M | +16.8% | +14.2% | +2.6% | +10.5% |
| YTD | -14.3% | +48.2% | -62.5% | -27.1% |
| 1Y | -16.7% | +47.7% | -64.4% | -29.1% |
| 3Y | +82.2% | +70.0% | +12.2% | +45.0% |
| 5Y | +149.9% | +169.1% | -19.2% | +56.9% |
| All | +147.3% | +181.7% | -34.5% | +42.6% |
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