+138.2%
IBM vs XRT
-5.3%
+143.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.3% |
| 7D | -5.0% | +0.9% | -5.8% | -5.3% |
| 30D | +11.1% | +7.9% | +3.2% | +8.5% |
| 3M | +5.7% | -0.2% | +5.9% | +5.6% |
| 6M | +10.1% | +5.6% | +4.5% | +8.0% |
| YTD | -15.6% | +5.7% | -21.3% | -17.2% |
| 1Y | -19.5% | +14.6% | -34.1% | -22.9% |
| 3Y | +80.4% | +50.7% | +29.7% | +60.1% |
| All | +138.2% | -5.3% | +143.5% | +119.1% |
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