+138.2%
IBM vs VCIT
+3.2%
+135.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +11.1% | +1.9% | +9.2% | +9.9% |
| 3M | +5.7% | -1.4% | +7.2% | +6.6% |
| 6M | +10.1% | -2.1% | +12.2% | +11.4% |
| YTD | -15.6% | -1.6% | -14.0% | -14.9% |
| 1Y | -19.5% | -0.9% | -18.6% | -19.1% |
| 3Y | +80.4% | +20.0% | +60.4% | +67.9% |
| All | +138.2% | +3.2% | +135.0% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling