-13.3%
IBM vs XLU
+0.7%
-13.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.8% |
| 7D | +0.4% | +2.6% | -2.2% | +0.9% |
| 30D | +14.8% | +9.1% | +5.7% | +16.7% |
| 3M | +8.9% | -0.4% | +9.3% | +8.4% |
| 6M | +12.4% | -4.7% | +17.1% | +10.9% |
| YTD | -12.4% | +4.3% | -16.7% | -12.1% |
| 1Y | -13.3% | +1.0% | -14.3% | -11.8% |
| All | -13.3% | +0.7% | -13.9% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling