+536.5%
IBM vs XRT
+549.2%
-12.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.7% | -1.4% | -0.3% | -1.1% |
| 30D | +10.1% | +9.8% | +0.3% | +5.4% |
| 3M | +4.8% | +3.3% | +1.6% | +3.1% |
| 6M | +12.6% | +13.6% | -1.0% | +5.8% |
| YTD | -13.9% | +9.1% | -23.0% | -17.5% |
| 1Y | -18.7% | +15.1% | -33.8% | -24.0% |
| 3Y | +81.9% | +59.9% | +22.0% | +44.1% |
| 5Y | +148.3% | -1.7% | +150.1% | +136.8% |
| 10Y | +143.6% | +141.1% | +2.5% | +37.8% |
| All | +536.5% | +549.2% | -12.7% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling