-18.7%
IBM vs XLE
+42.6%
-61.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | +0.1% |
| 7D | -1.5% | -6.7% | +5.2% | -1.7% |
| 30D | +8.4% | -4.4% | +12.8% | +8.4% |
| 3M | +4.2% | +4.0% | +0.2% | +5.0% |
| 6M | +7.9% | +13.2% | -5.2% | +9.0% |
| YTD | -15.2% | +41.9% | -57.1% | -17.9% |
| 1Y | -18.7% | +41.6% | -60.4% | -21.2% |
| All | -18.7% | +42.6% | -61.3% | -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