+465.7%
IBM vs XLU
+654.8%
-189.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +1.6% | +2.1% | -0.5% | +0.5% |
| 30D | +9.2% | +5.6% | +3.6% | +6.1% |
| 3M | +4.9% | +0.7% | +4.2% | +4.3% |
| 6M | +16.8% | -0.1% | +16.8% | +16.2% |
| YTD | -14.3% | +5.3% | -19.6% | -17.6% |
| 1Y | -16.7% | +2.2% | -18.9% | -18.7% |
| 3Y | +82.2% | +61.6% | +20.6% | +38.3% |
| 5Y | +149.9% | +53.6% | +96.4% | +92.4% |
| 10Y | +142.6% | +162.3% | -19.7% | +38.8% |
| All | +465.7% | +654.8% | -189.2% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling