+445.4%
IBM vs XLU
+630.6%
-185.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +4.0% |
| 7D | +3.6% | +0.6% | +2.9% | +3.2% |
| 30D | +1.5% | -0.4% | +2.0% | +1.7% |
| 3M | -12.9% | -1.7% | -11.2% | -12.3% |
| 6M | -3.9% | -7.1% | +3.2% | -0.8% |
| YTD | -17.3% | +1.9% | -19.3% | -19.1% |
| 1Y | -5.0% | +6.1% | -11.1% | -9.1% |
| 3Y | +78.2% | +48.8% | +29.5% | +41.2% |
| 5Y | +120.6% | +43.8% | +76.8% | +75.9% |
| 10Y | +144.5% | +143.2% | +1.3% | +45.4% |
| All | +445.4% | +630.6% | -185.2% | +69.6% |
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 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