+140.5%
IBM vs XLI
+259.2%
-118.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +4.5% |
| 7D | +3.6% | -0.6% | +4.1% | +3.9% |
| 30D | +1.5% | -6.9% | +8.5% | +6.7% |
| 3M | -12.9% | -1.9% | -11.0% | -12.3% |
| 6M | -3.9% | +1.0% | -4.9% | -6.0% |
| YTD | -17.3% | +11.3% | -28.7% | -24.8% |
| 1Y | -5.0% | +15.8% | -20.8% | -16.3% |
| 3Y | +78.2% | +69.8% | +8.4% | +16.6% |
| 5Y | +120.6% | +80.9% | +39.7% | +35.5% |
| All | +140.5% | +259.2% | -118.7% | -12.3% |
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