+73.9%
IBM vs XLP
+27.4%
+46.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -0.3% | -1.0% | +0.7% | +0.1% |
| 30D | +0.3% | -0.9% | +1.2% | +0.6% |
| 3M | -21.6% | +3.8% | -25.4% | -22.3% |
| 6M | -4.7% | -1.7% | -3.0% | -3.8% |
| YTD | -19.1% | +10.3% | -29.3% | -24.3% |
| 1Y | -2.5% | +7.8% | -10.3% | -7.5% |
| All | +73.9% | +27.4% | +46.5% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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