+143.8%
IBM vs XLV
+174.9%
-31.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.1% | +4.1% |
| 7D | +3.6% | -3.6% | +7.1% | +6.5% |
| 30D | +3.1% | -1.8% | +4.9% | +4.5% |
| 3M | -10.8% | +7.8% | -18.6% | -15.4% |
| 6M | -0.8% | +9.1% | -9.9% | -7.1% |
| YTD | -16.2% | +7.7% | -23.9% | -21.0% |
| 1Y | -2.9% | +20.4% | -23.3% | -16.3% |
| 3Y | +79.8% | +30.8% | +49.1% | +44.0% |
| 5Y | +124.9% | +34.6% | +90.3% | +73.4% |
| All | +143.8% | +174.9% | -31.1% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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