+465.7%
IBM vs XLK
+1,315.6%
-850.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.3% |
| 7D | +1.6% | +3.4% | -1.8% | -0.7% |
| 30D | +9.2% | -10.6% | +19.8% | +16.5% |
| 3M | +4.9% | -10.6% | +15.6% | +11.7% |
| 6M | +16.8% | -3.5% | +20.3% | +16.5% |
| YTD | -14.3% | +18.7% | -33.0% | -25.5% |
| 1Y | -16.7% | +19.4% | -36.2% | -28.0% |
| 3Y | +82.2% | +94.5% | -12.2% | +10.8% |
| 5Y | +149.9% | +111.2% | +38.7% | +37.0% |
| 10Y | +142.6% | +707.2% | -564.6% | -50.6% |
| All | +465.7% | +1,315.6% | -850.0% | -41.4% |
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