+456.9%
IBM vs XLE
+986.1%
-529.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -5.0% | -12.0% | +7.0% | -0.6% |
| 30D | +11.1% | -2.7% | +13.9% | +12.1% |
| 3M | +5.7% | +6.6% | -0.9% | +3.0% |
| 6M | +10.1% | +9.5% | +0.6% | +5.8% |
| YTD | -15.6% | +40.6% | -56.2% | -26.5% |
| 1Y | -19.5% | +43.6% | -63.1% | -30.6% |
| 3Y | +80.4% | +58.1% | +22.3% | +48.6% |
| 5Y | +140.0% | +152.2% | -12.2% | +60.1% |
| 10Y | +155.0% | +172.9% | -18.0% | +54.9% |
| All | +456.9% | +986.1% | -529.2% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling