+433.9%
IBM vs XLE
+1,022.5%
-588.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.4% |
| 7D | -0.3% | +2.2% | -2.5% | -1.1% |
| 30D | +0.3% | +11.8% | -11.5% | -3.8% |
| 3M | -21.6% | +9.8% | -31.4% | -24.5% |
| 6M | -4.7% | +15.6% | -20.3% | -10.3% |
| YTD | -19.1% | +45.3% | -64.3% | -30.3% |
| 1Y | -2.5% | +48.3% | -50.8% | -16.7% |
| 3Y | +74.2% | +55.4% | +18.7% | +44.3% |
| 5Y | +113.1% | +216.1% | -103.0% | +30.5% |
| 10Y | +133.5% | +178.4% | -44.9% | +41.0% |
| All | +433.9% | +1,022.5% | -588.5% | +85.0% |
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