+144.5%
IBM vs XYL
+140.7%
+3.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.8% |
| 7D | +3.6% | +0.8% | +2.7% | +3.1% |
| 30D | +1.5% | -10.8% | +12.4% | +6.3% |
| 3M | -12.9% | -2.5% | -10.4% | -12.2% |
| 6M | -3.9% | -12.2% | +8.3% | +0.6% |
| YTD | -17.3% | -20.1% | +2.7% | -10.1% |
| 1Y | -5.0% | -20.6% | +15.7% | +3.6% |
| 3Y | +78.2% | +17.3% | +60.9% | +60.6% |
| 5Y | +120.6% | -14.5% | +135.1% | +124.1% |
| 10Y | +144.5% | +150.2% | -5.7% | +54.8% |
| All | +144.5% | +140.7% | +3.8% | +54.8% |
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