+144.5%
IBM vs XME
+412.4%
-267.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.6% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | +1.5% | +1.4% | +0.1% | +1.0% |
| 3M | -12.9% | +2.7% | -15.6% | -14.3% |
| 6M | -3.9% | +6.5% | -10.4% | -6.9% |
| YTD | -17.3% | +15.2% | -32.5% | -22.6% |
| 1Y | -5.0% | +43.5% | -48.5% | -18.1% |
| 3Y | +78.2% | +135.9% | -57.7% | +26.1% |
| 5Y | +120.6% | +181.5% | -60.8% | +39.2% |
| 10Y | +144.5% | +436.9% | -292.4% | +7.5% |
| All | +144.5% | +412.4% | -267.9% | +7.5% |
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