+115.5%
IBM vs XLE
+217.6%
-102.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -0.3% | +2.2% | -2.5% | -0.8% |
| 30D | +0.3% | +11.8% | -11.5% | -2.3% |
| 3M | -21.6% | +9.8% | -31.4% | -23.4% |
| 6M | -4.7% | +15.6% | -20.3% | -8.3% |
| YTD | -19.1% | +45.3% | -64.3% | -26.9% |
| 1Y | -2.5% | +48.3% | -50.8% | -12.5% |
| 3Y | +74.2% | +55.4% | +18.7% | +53.1% |
| All | +115.5% | +217.6% | -102.1% | +47.2% |
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