+257.4%
IBM vs VCIT
+96.6%
+160.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -2.9% |
| 7D | -4.3% | +0.5% | -4.8% | -4.5% |
| 30D | +11.7% | +2.1% | +9.6% | +10.9% |
| 3M | +5.5% | -1.6% | +7.1% | +6.0% |
| 6M | +9.5% | -1.6% | +11.1% | +10.0% |
| YTD | -14.9% | -1.5% | -13.4% | -14.5% |
| 1Y | -17.4% | -0.4% | -17.0% | -17.2% |
| 3Y | +83.3% | +19.6% | +63.7% | +75.6% |
| 5Y | +142.1% | +3.3% | +138.8% | +136.6% |
| 10Y | +157.2% | +28.9% | +128.3% | +157.0% |
| All | +257.4% | +96.6% | +160.8% | +375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling