+82.1%
IBM vs VCIT
+19.1%
+62.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -2.5% | +0.7% | -3.3% | -3.2% |
| 30D | +8.4% | +1.8% | +6.6% | +6.5% |
| 3M | +4.5% | -1.6% | +6.0% | +6.0% |
| 6M | +7.9% | -2.1% | +10.0% | +10.0% |
| YTD | -15.2% | -1.6% | -13.6% | -14.1% |
| 1Y | -17.6% | -0.8% | -16.8% | -17.0% |
| 3Y | +82.1% | +19.9% | +62.1% | +66.7% |
| All | +82.1% | +19.1% | +62.9% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling