+73.0%
IBM vs XLK
+116.8%
-43.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.9% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | -1.8% | -0.5% | -1.4% | -1.7% |
| 3M | -13.5% | +5.0% | -18.4% | -16.2% |
| 6M | -5.1% | +32.9% | -38.0% | -17.0% |
| YTD | -19.4% | +29.0% | -48.4% | -28.5% |
| 1Y | -6.5% | +37.8% | -44.4% | -19.4% |
| All | +73.0% | +116.8% | -43.8% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling