+142.1%
IBM vs XLP
+43.0%
+99.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.4% |
| 7D | -4.3% | +3.5% | -7.8% | -6.1% |
| 30D | +11.7% | +11.6% | +0.1% | +5.1% |
| 3M | +5.5% | +7.6% | -2.1% | +1.2% |
| 6M | +9.5% | +10.0% | -0.6% | +3.8% |
| YTD | -14.9% | +19.7% | -34.6% | -24.4% |
| 1Y | -17.4% | +23.5% | -40.8% | -28.1% |
| 3Y | +83.3% | +44.0% | +39.3% | +43.2% |
| 5Y | +142.1% | +42.7% | +99.4% | +93.0% |
| All | +142.1% | +43.0% | +99.1% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling