+433.9%
IBM vs XLI
+1,121.5%
-687.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | -0.3% | -1.1% | +0.8% | +0.4% |
| 30D | +0.3% | -5.9% | +6.2% | +4.6% |
| 3M | -21.6% | -0.3% | -21.3% | -21.9% |
| 6M | -4.7% | +0.1% | -4.8% | -6.0% |
| YTD | -19.1% | +13.6% | -32.7% | -27.1% |
| 1Y | -2.5% | +17.2% | -19.7% | -14.2% |
| 3Y | +74.2% | +68.2% | +5.9% | +17.7% |
| 5Y | +113.1% | +80.7% | +32.4% | +34.8% |
| 10Y | +133.5% | +253.3% | -119.7% | -9.3% |
| All | +433.9% | +1,121.5% | -687.6% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling