+55.3%
XOM vs IBM
+71.3%
-16.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | +5.7% | -1.5% | +7.1% | +5.7% |
| 3M | +6.6% | -16.8% | +23.3% | +7.2% |
| 6M | +7.7% | -9.0% | +16.7% | +7.7% |
| YTD | +36.2% | -20.1% | +56.2% | +37.8% |
| 1Y | +50.5% | -7.0% | +57.5% | +48.3% |
| All | +55.3% | +71.3% | -16.0% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling