+134.5%
IBM vs XLF
+252.0%
-117.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.2% |
| 7D | -0.3% | -2.9% | +2.6% | +1.7% |
| 30D | -1.8% | -1.6% | -0.2% | -0.8% |
| 3M | -13.5% | +9.3% | -22.7% | -18.4% |
| 6M | -5.1% | +14.6% | -19.7% | -13.4% |
| YTD | -19.4% | +4.7% | -24.1% | -21.5% |
| 1Y | -6.5% | +8.6% | -15.2% | -11.2% |
| 3Y | +73.8% | +73.9% | 0.0% | +21.1% |
| 5Y | +116.3% | +65.0% | +51.3% | +53.2% |
| All | +134.5% | +252.0% | -117.5% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 10y: compounded portfolio wealth divided by compounded XLF 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…
10y analysis · Full analysis span regression · 6 months rolling