+239.8%
IBM vs VCIT
+98.3%
+141.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +0.3% | -0.8% | +1.0% | +0.5% |
| 3M | -21.6% | -1.0% | -20.6% | -21.4% |
| 6M | -4.7% | -1.8% | -2.9% | -4.2% |
| YTD | -19.1% | -0.7% | -18.4% | -18.9% |
| 1Y | -2.5% | +1.0% | -3.5% | -2.7% |
| 3Y | +74.2% | +18.8% | +55.3% | +66.9% |
| 5Y | +113.1% | +3.5% | +109.7% | +108.0% |
| 10Y | +133.5% | +29.2% | +104.3% | +132.2% |
| All | +239.8% | +98.3% | +141.5% | +350.4% |
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