+143.8%
IBM vs XYZ
+610.4%
-466.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.6% | -4.3% | +7.9% | +4.2% |
| 30D | +3.1% | +1.2% | +1.9% | +2.9% |
| 3M | -10.8% | +14.6% | -25.5% | -12.6% |
| 6M | -0.8% | +22.6% | -23.4% | -3.7% |
| YTD | -16.2% | +21.7% | -37.9% | -18.8% |
| 1Y | -2.9% | +6.7% | -9.6% | -4.6% |
| 3Y | +79.8% | +46.8% | +33.0% | +65.5% |
| 5Y | +124.9% | -68.0% | +192.9% | +137.3% |
| All | +143.8% | +610.4% | -466.6% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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