+115.5%
IBM vs VCIT
+4.1%
+111.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | +0.3% | -0.8% | +1.0% | +0.7% |
| 3M | -21.6% | -1.0% | -20.6% | -21.2% |
| 6M | -4.7% | -1.8% | -2.9% | -3.8% |
| YTD | -19.1% | -0.7% | -18.4% | -18.8% |
| 1Y | -2.5% | +1.0% | -3.5% | -2.9% |
| 3Y | +74.2% | +18.8% | +55.3% | +61.8% |
| All | +115.5% | +4.1% | +111.4% | +108.3% |
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