+147.3%
IBM vs XME
+260.6%
-113.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +9.2% | -6.1% | +15.3% | +11.1% |
| 3M | +4.9% | -18.6% | +23.6% | +11.4% |
| 6M | +16.8% | -23.9% | +40.7% | +25.8% |
| YTD | -14.3% | -9.3% | -4.9% | -13.9% |
| 1Y | -16.7% | +1.8% | -18.5% | -19.7% |
| 3Y | +82.2% | +93.0% | -10.8% | +35.8% |
| 5Y | +149.9% | +107.0% | +43.0% | +73.0% |
| All | +147.3% | +260.6% | -113.3% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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