+120.6%
IBM vs XLI
+80.3%
+40.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +4.2% |
| 7D | +3.6% | -0.6% | +4.1% | +3.8% |
| 30D | +1.5% | -6.9% | +8.5% | +5.5% |
| 3M | -12.9% | -1.9% | -11.0% | -12.5% |
| 6M | -3.9% | +1.0% | -4.9% | -5.6% |
| YTD | -17.3% | +11.3% | -28.7% | -23.6% |
| 1Y | -5.0% | +15.8% | -20.8% | -14.4% |
| 3Y | +78.2% | +69.8% | +8.4% | +27.5% |
| 5Y | +120.6% | +80.9% | +39.7% | +50.2% |
| All | +120.6% | +80.3% | +40.3% | +50.2% |
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