+4,565.7%
XOM vs IBM
+2,654.2%
+1,911.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +2.8% | +1.6% | +1.3% | +2.4% |
| 30D | -3.6% | +9.2% | -12.8% | -6.0% |
| 3M | +8.2% | +4.9% | +3.3% | +6.5% |
| 6M | +14.0% | +16.8% | -2.7% | +5.8% |
| YTD | +44.6% | -14.3% | +58.9% | +44.6% |
| 1Y | +47.8% | -16.7% | +64.5% | +49.0% |
| 3Y | +79.6% | +82.2% | -2.7% | +39.8% |
| 5Y | +214.3% | +149.9% | +64.3% | +120.7% |
| 10Y | +204.0% | +142.6% | +61.5% | +113.7% |
| All | +4,565.7% | +2,654.2% | +1,911.5% | +2,083.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling