+72.4%
IBM vs XLF
+75.4%
-3.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.1% |
| 7D | +0.3% | +0.2% | +0.1% | +0.1% |
| 30D | -1.5% | -0.5% | -1.0% | -1.1% |
| 3M | -16.8% | +10.6% | -27.4% | -23.2% |
| 6M | -9.0% | +14.3% | -23.3% | -18.1% |
| YTD | -20.1% | +5.5% | -25.6% | -23.3% |
| 1Y | -7.0% | +9.6% | -16.6% | -13.0% |
| 3Y | +72.4% | +75.2% | -2.8% | +19.0% |
| All | +72.4% | +75.4% | -3.0% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling