+149.9%
IBM vs XRT
+163.3%
-13.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -1.0% |
| 7D | -2.5% | +2.5% | -5.0% | -3.6% |
| 30D | +8.4% | +10.3% | -2.0% | +4.0% |
| 3M | +4.5% | +2.4% | +2.1% | +3.2% |
| 6M | +7.9% | +10.0% | -2.1% | +3.4% |
| YTD | -15.2% | +9.5% | -24.8% | -18.6% |
| 1Y | -17.6% | +17.2% | -34.7% | -23.0% |
| 3Y | +82.1% | +62.0% | +20.1% | +46.9% |
| 5Y | +143.3% | -2.1% | +145.4% | +137.7% |
| 10Y | +149.9% | +152.6% | -2.6% | +29.5% |
| All | +149.9% | +163.3% | -13.4% | +29.5% |
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