-19.5%
IBM vs VCIT
-0.9%
-18.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.7% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | +11.1% | +1.9% | +9.2% | +8.3% |
| 3M | +5.7% | -1.4% | +7.2% | +7.8% |
| 6M | +10.1% | -2.1% | +12.2% | +13.6% |
| YTD | -15.6% | -1.6% | -14.0% | -16.4% |
| 1Y | -19.5% | -0.9% | -18.6% | -21.7% |
| All | -19.5% | -0.9% | -18.7% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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