+82.1%
IBM vs XYL
+5.6%
+76.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -2.5% | +2.1% | -4.6% | -3.1% |
| 30D | +8.4% | -3.4% | +11.7% | +8.9% |
| 3M | +4.5% | -17.2% | +21.7% | +10.2% |
| 6M | +7.9% | -12.0% | +19.9% | +11.7% |
| YTD | -15.2% | -26.3% | +11.1% | -7.3% |
| 1Y | -17.6% | -33.5% | +15.9% | -6.9% |
| 3Y | +82.1% | +6.4% | +75.6% | +67.5% |
| All | +82.1% | +5.6% | +76.5% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling