-19.5%
IBM vs XLE
+44.8%
-64.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -5.0% | -12.0% | +7.0% | -5.3% |
| 30D | +11.1% | -2.7% | +13.9% | +11.2% |
| 3M | +5.7% | +6.6% | -0.9% | +6.8% |
| 6M | +10.1% | +9.5% | +0.6% | +11.1% |
| YTD | -15.6% | +40.6% | -56.2% | -18.0% |
| 1Y | -19.5% | +43.6% | -63.1% | -22.3% |
| All | -19.5% | +44.8% | -64.3% | -22.3% |
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