+144.8%
IBM vs XYZ
+578.7%
-433.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.9% |
| 7D | -0.3% | -2.1% | +1.8% | 0.0% |
| 30D | +6.8% | +7.0% | -0.3% | +5.6% |
| 3M | +4.4% | +5.1% | -0.7% | +3.5% |
| 6M | +13.2% | +14.1% | -0.9% | +10.8% |
| YTD | -15.1% | +26.4% | -41.5% | -18.4% |
| 1Y | -20.2% | +25.1% | -45.3% | -23.2% |
| 3Y | +79.3% | +59.7% | +19.6% | +63.2% |
| 5Y | +147.5% | -63.8% | +211.3% | +157.2% |
| All | +144.8% | +578.7% | -433.9% | +58.3% |
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