+144.7%
IBM vs XLI
+70.0%
+74.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.5% | -1.5% | 0.0% | -0.8% |
| 30D | +8.4% | -0.3% | +8.7% | +8.5% |
| 3M | +4.2% | -8.4% | +12.5% | +8.9% |
| 6M | +7.9% | -2.1% | +10.0% | +8.2% |
| YTD | -15.2% | +9.6% | -24.8% | -21.0% |
| 1Y | -18.7% | +10.7% | -29.4% | -24.8% |
| 3Y | +79.2% | +71.6% | +7.6% | +27.5% |
| 5Y | +144.7% | +70.8% | +74.0% | +71.0% |
| All | +144.7% | +70.0% | +74.7% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling