+433.9%
IBM vs XLF
+419.1%
+14.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +0.3% | +0.2% | +0.1% | +0.2% |
| 3M | -21.6% | +11.7% | -33.3% | -25.6% |
| 6M | -4.7% | +13.8% | -18.5% | -10.4% |
| YTD | -19.1% | +7.0% | -26.1% | -21.3% |
| 1Y | -2.5% | +9.1% | -11.6% | -6.1% |
| 3Y | +74.2% | +75.6% | -1.5% | +34.2% |
| 5Y | +113.1% | +66.4% | +46.7% | +66.7% |
| 10Y | +133.5% | +250.3% | -116.7% | +30.3% |
| All | +433.9% | +419.1% | +14.8% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling