+191.6%
XOM vs IBM
+139.1%
+52.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.5% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | +4.1% | -1.8% | +5.9% | +4.6% |
| 3M | +10.4% | -13.5% | +23.9% | +13.2% |
| 6M | +13.0% | -5.1% | +18.1% | +9.3% |
| YTD | +40.1% | -19.4% | +59.4% | +43.3% |
| 1Y | +51.1% | -6.5% | +57.7% | +42.7% |
| 3Y | +57.7% | +73.8% | -16.1% | +1.0% |
| 5Y | +264.7% | +116.3% | +148.4% | +100.5% |
| All | +191.6% | +139.1% | +52.5% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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