+150.1%
IBM vs XLE
+169.4%
-19.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +1.6% | +5.4% | -3.9% | +0.4% |
| 30D | +9.2% | -3.9% | +13.1% | +10.0% |
| 3M | +4.9% | +7.0% | -2.1% | +3.3% |
| 6M | +16.8% | +14.2% | +2.6% | +13.1% |
| YTD | -14.3% | +48.2% | -62.5% | -22.6% |
| 1Y | -16.7% | +47.7% | -64.4% | -24.7% |
| 3Y | +82.2% | +70.0% | +12.2% | +58.2% |
| All | +150.1% | +169.4% | -19.2% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling