+144.5%
IBM vs XRT
+120.9%
+23.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +4.0% |
| 7D | +3.6% | -2.4% | +6.0% | +4.5% |
| 30D | +1.5% | -6.9% | +8.5% | +4.4% |
| 3M | -12.9% | -0.4% | -12.5% | -13.0% |
| 6M | -3.9% | +2.2% | -6.1% | -5.1% |
| YTD | -17.3% | -0.7% | -16.7% | -17.3% |
| 1Y | -5.0% | -2.0% | -3.0% | -4.7% |
| 3Y | +78.2% | +41.0% | +37.2% | +52.1% |
| 5Y | +120.6% | -3.3% | +123.9% | +114.3% |
| 10Y | +144.5% | +124.8% | +19.6% | +33.0% |
| All | +144.5% | +120.9% | +23.5% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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