+47.8%
XOM vs IBM
-18.7%
+66.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | +2.8% | +1.6% | +1.3% | +2.9% |
| 30D | -3.6% | +9.2% | -12.8% | -3.3% |
| 3M | +8.2% | +4.9% | +3.3% | +8.5% |
| 6M | +14.0% | +16.8% | -2.7% | +17.0% |
| YTD | +44.6% | -14.3% | +58.9% | +44.4% |
| 1Y | +47.8% | -16.7% | +64.5% | +48.7% |
| All | +47.8% | -18.7% | +66.5% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling