+114.5%
IBM vs XME
+176.5%
-62.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +0.3% | +6.0% | -5.7% | -0.9% |
| 3M | -21.6% | -7.7% | -13.9% | -20.3% |
| 6M | -4.7% | +1.0% | -5.7% | -5.3% |
| YTD | -19.1% | +14.6% | -33.7% | -22.2% |
| 1Y | -2.5% | +46.0% | -48.5% | -12.0% |
| 3Y | +74.2% | +127.0% | -52.9% | +39.0% |
| All | +114.5% | +176.5% | -62.0% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling