-2.9%
IBM vs XYZ
+7.1%
-10.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.6% | -4.3% | +7.9% | +4.7% |
| 30D | +3.1% | +1.2% | +1.9% | +2.7% |
| 3M | -10.8% | +14.6% | -25.5% | -14.5% |
| 6M | -0.8% | +22.6% | -23.4% | -6.7% |
| YTD | -16.2% | +21.7% | -37.9% | -21.9% |
| 1Y | -2.9% | +6.7% | -9.6% | -4.7% |
| All | -2.9% | +7.1% | -10.0% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling