-2.5%
IBM vs XLK
+44.7%
-47.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -0.3% | +0.9% | -1.2% | -0.6% |
| 30D | +0.3% | +0.7% | -0.5% | 0.0% |
| 3M | -21.6% | -2.9% | -18.7% | -20.4% |
| 6M | -4.7% | +34.3% | -38.9% | -19.4% |
| YTD | -19.1% | +30.4% | -49.5% | -30.5% |
| 1Y | -2.5% | +43.4% | -45.9% | -18.3% |
| All | -2.5% | +44.7% | -47.2% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 1y: compounded portfolio wealth divided by compounded XLK 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…
1y analysis · Full analysis span regression · 6 months rolling