-18.8%
IBM vs XLE
+41.9%
-60.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.5% |
| 7D | -2.5% | -7.9% | +5.4% | -2.8% |
| 30D | +8.4% | -4.8% | +13.2% | +8.3% |
| 3M | +4.5% | +8.4% | -3.9% | +5.7% |
| 6M | +7.9% | +12.7% | -4.8% | +8.9% |
| YTD | -15.2% | +41.3% | -56.5% | -18.0% |
| All | -18.8% | +41.9% | -60.7% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling