+427.6%
IBM vs XLK
+1,460.0%
-1,032.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | +0.3% | +2.3% | -2.0% | -1.1% |
| 30D | -1.5% | -0.1% | -1.4% | -1.5% |
| 3M | -16.8% | +2.1% | -18.9% | -19.4% |
| 6M | -9.0% | +37.2% | -46.2% | -27.4% |
| YTD | -20.1% | +30.8% | -50.9% | -34.2% |
| 1Y | -7.0% | +42.6% | -49.6% | -27.8% |
| 3Y | +72.4% | +121.8% | -49.4% | -3.1% |
| 5Y | +112.0% | +145.7% | -33.7% | +5.8% |
| 10Y | +131.6% | +782.1% | -650.5% | -55.1% |
| All | +427.6% | +1,460.0% | -1,032.5% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling