+72.4%
IBM vs XLI
+71.5%
+0.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +0.3% | +1.0% | -0.7% | -0.2% |
| 30D | -1.5% | -5.8% | +4.3% | +1.6% |
| 3M | -16.8% | +0.7% | -17.5% | -17.7% |
| 6M | -9.0% | +3.2% | -12.2% | -11.8% |
| YTD | -20.1% | +13.0% | -33.1% | -27.2% |
| 1Y | -7.0% | +16.8% | -23.8% | -17.4% |
| 3Y | +72.4% | +72.4% | 0.0% | +17.8% |
| All | +72.4% | +71.5% | +0.9% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling