+445.4%
IBM vs XLY
+1,108.8%
-663.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +4.2% |
| 7D | +3.6% | -2.1% | +5.6% | +4.8% |
| 30D | +1.5% | -6.0% | +7.6% | +5.2% |
| 3M | -12.9% | -2.7% | -10.2% | -11.8% |
| 6M | -3.9% | -1.5% | -2.4% | -3.6% |
| YTD | -17.3% | -5.4% | -11.9% | -14.9% |
| 1Y | -5.0% | -3.8% | -1.2% | -3.4% |
| 3Y | +78.2% | +36.6% | +41.6% | +44.1% |
| 5Y | +120.6% | +27.4% | +93.3% | +77.1% |
| 10Y | +144.5% | +218.2% | -73.7% | +9.3% |
| All | +445.4% | +1,108.8% | -663.4% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling