+72.4%
IBM vs XYZ
+43.0%
+29.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.6% |
| 7D | +0.3% | +2.9% | -2.6% | -0.2% |
| 30D | -1.5% | +1.4% | -2.9% | -1.8% |
| 3M | -16.8% | +14.6% | -31.3% | -18.9% |
| 6M | -9.0% | +20.8% | -29.8% | -12.2% |
| YTD | -20.1% | +23.1% | -43.1% | -23.5% |
| 1Y | -7.0% | +5.6% | -12.7% | -9.4% |
| 3Y | +72.4% | +50.9% | +21.5% | +52.8% |
| All | +72.4% | +43.0% | +29.3% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling