-13.3%
IBM vs XLY
+3.2%
-16.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.5% | -0.6% |
| 7D | +0.4% | +6.1% | -5.6% | -2.8% |
| 30D | +14.8% | +10.8% | +4.0% | +8.4% |
| 3M | +8.9% | +3.6% | +5.3% | +6.7% |
| 6M | +12.4% | +4.4% | +8.1% | +9.0% |
| YTD | -12.4% | +3.1% | -15.5% | -13.4% |
| 1Y | -13.3% | +3.6% | -16.8% | -14.7% |
| All | -13.3% | +3.2% | -16.4% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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