-18.7%
IBM vs VCIT
-0.8%
-17.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.7% | -0.5% | -1.2% | -1.1% |
| 30D | +10.1% | +1.5% | +8.6% | +7.8% |
| 3M | +4.8% | -1.0% | +5.8% | +6.0% |
| 6M | +12.6% | -1.7% | +14.3% | +15.1% |
| YTD | -13.9% | -1.4% | -12.5% | -15.4% |
| 1Y | -18.7% | -0.9% | -17.8% | -20.6% |
| All | -18.7% | -0.8% | -17.9% | -20.6% |
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