+134.5%
IBM vs XLU
+141.2%
-6.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.0% |
| 7D | -0.3% | -1.2% | +0.9% | +0.3% |
| 30D | -1.8% | -2.5% | +0.7% | -0.6% |
| 3M | -13.5% | -2.7% | -10.7% | -12.4% |
| 6M | -5.1% | -7.5% | +2.3% | -1.8% |
| YTD | -19.4% | +0.9% | -20.3% | -20.8% |
| 1Y | -6.5% | +3.3% | -9.8% | -9.4% |
| 3Y | +73.8% | +47.3% | +26.5% | +36.7% |
| 5Y | +116.3% | +44.4% | +71.9% | +69.6% |
| All | +134.5% | +141.2% | -6.7% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling