+115.5%
IBM vs XRT
-1.0%
+116.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | +0.3% | -4.2% | +4.5% | +1.5% |
| 3M | -21.6% | +5.1% | -26.7% | -22.8% |
| 6M | -4.7% | +2.4% | -7.1% | -5.6% |
| YTD | -19.1% | +3.2% | -22.3% | -19.9% |
| 1Y | -2.5% | +1.5% | -4.0% | -3.2% |
| 3Y | +74.2% | +40.6% | +33.6% | +57.8% |
| All | +115.5% | -1.0% | +116.5% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling