+261.8%
XOM vs IBM
+120.5%
+141.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +1.8% |
| 7D | 0.0% | +3.6% | -3.5% | -0.4% |
| 30D | +3.4% | +1.5% | +1.9% | +3.2% |
| 3M | +11.0% | -12.9% | +23.9% | +12.1% |
| 6M | +10.6% | -3.9% | +14.5% | +9.3% |
| YTD | +39.2% | -17.3% | +56.6% | +41.2% |
| 1Y | +52.7% | -5.0% | +57.7% | +48.6% |
| 3Y | +56.8% | +78.2% | -21.4% | +19.7% |
| 5Y | +261.8% | +120.6% | +141.2% | +141.8% |
| All | +261.8% | +120.5% | +141.3% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling