+498.2%
IBM vs XME
+242.3%
+255.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | -21.6% | -7.7% | -13.9% | -20.4% |
| 6M | -4.7% | +1.0% | -5.7% | -6.1% |
| YTD | -19.1% | +14.6% | -33.7% | -23.6% |
| 1Y | -2.5% | +46.0% | -48.5% | -14.9% |
| 3Y | +74.2% | +127.0% | -52.9% | +30.9% |
| 5Y | +113.1% | +175.8% | -62.7% | +46.4% |
| 10Y | +133.5% | +414.6% | -281.1% | +26.2% |
| All | +498.2% | +242.3% | +255.8% | +196.4% |
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