+147.3%
IBM vs XLI
+225.1%
-77.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +1.6% | +3.8% | -2.2% | -1.1% |
| 30D | +9.2% | +1.0% | +8.2% | +8.2% |
| 3M | +4.9% | -8.9% | +13.8% | +11.8% |
| 6M | +16.8% | -2.3% | +19.1% | +17.5% |
| YTD | -14.3% | +9.7% | -24.0% | -21.4% |
| 1Y | -16.7% | +12.3% | -29.0% | -25.0% |
| 3Y | +82.2% | +71.5% | +10.8% | +18.1% |
| 5Y | +149.9% | +70.2% | +79.8% | +60.8% |
| All | +147.3% | +225.1% | -77.8% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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