+526.7%
IBM vs XME
+184.7%
+342.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -1.1% |
| 7D | -2.5% | +0.9% | -3.5% | -2.9% |
| 30D | +8.4% | -7.3% | +15.7% | +10.5% |
| 3M | +4.5% | -14.8% | +19.2% | +8.9% |
| 6M | +7.9% | -18.4% | +26.3% | +13.0% |
| YTD | -15.2% | -4.7% | -10.6% | -15.9% |
| 1Y | -17.6% | +5.7% | -23.3% | -20.8% |
| 3Y | +82.1% | +104.0% | -21.9% | +40.7% |
| 5Y | +143.3% | +122.4% | +20.9% | +77.6% |
| 10Y | +149.9% | +285.4% | -135.4% | +46.6% |
| All | +526.7% | +184.7% | +342.1% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling