+148.3%
IBM vs XYZ
-62.9%
+211.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -1.7% | -2.2% | +0.5% | -1.5% |
| 30D | +10.1% | +11.6% | -1.5% | +8.5% |
| 3M | +4.8% | +8.4% | -3.6% | +3.6% |
| 6M | +12.6% | +17.2% | -4.5% | +10.1% |
| YTD | -13.9% | +31.7% | -45.6% | -17.2% |
| 1Y | -18.7% | +30.1% | -48.8% | -21.8% |
| 3Y | +81.9% | +66.4% | +15.5% | +68.6% |
| 5Y | +148.3% | -62.2% | +210.5% | +135.0% |
| All | +148.3% | -62.9% | +211.2% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling