+143.6%
IBM vs XYL
+104.0%
+39.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.2% |
| 7D | -1.7% | -5.9% | +4.2% | +0.6% |
| 30D | +10.1% | -7.3% | +17.4% | +12.5% |
| 3M | +4.8% | -22.5% | +27.3% | +15.1% |
| 6M | +12.6% | -14.4% | +27.0% | +18.5% |
| YTD | -13.9% | -29.4% | +15.5% | -2.4% |
| 1Y | -18.7% | -35.6% | +16.9% | -4.2% |
| 3Y | +81.9% | +0.3% | +81.6% | +73.6% |
| 5Y | +148.3% | -22.3% | +170.7% | +160.1% |
| 10Y | +143.6% | +103.2% | +40.4% | +70.1% |
| All | +143.6% | +104.0% | +39.7% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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