-2.9%
IBM vs XLK
+38.8%
-41.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.6% | +3.5% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +3.1% | -0.6% | +3.7% | +3.2% |
| 3M | -10.8% | +2.6% | -13.4% | -12.6% |
| 6M | -0.8% | +34.0% | -34.8% | -16.1% |
| YTD | -16.2% | +30.7% | -46.9% | -28.2% |
| 1Y | -2.9% | +39.2% | -42.1% | -17.0% |
| All | -2.9% | +38.8% | -41.7% | -17.0% |
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