+73.9%
IBM vs XLE
+54.6%
+19.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | -0.3% | +2.2% | -2.5% | -0.7% |
| 30D | +0.3% | +11.8% | -11.5% | -2.0% |
| 3M | -21.6% | +9.8% | -31.4% | -23.2% |
| 6M | -4.7% | +15.6% | -20.3% | -8.2% |
| YTD | -19.1% | +45.3% | -64.3% | -27.4% |
| 1Y | -2.5% | +48.3% | -50.8% | -13.2% |
| All | +73.9% | +54.6% | +19.4% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling