+144.8%
IBM vs VCLT
+22.0%
+122.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -0.3% | -1.9% | +1.6% | +0.3% |
| 30D | +6.8% | +1.4% | +5.3% | +6.3% |
| 3M | +4.4% | -1.8% | +6.2% | +5.0% |
| 6M | +13.2% | -3.9% | +17.1% | +14.6% |
| YTD | -15.1% | -3.9% | -11.2% | -14.0% |
| 1Y | -20.2% | -4.7% | -15.5% | -18.9% |
| 3Y | +79.3% | +14.1% | +65.2% | +72.8% |
| 5Y | +147.5% | -16.6% | +164.1% | +159.6% |
| All | +144.8% | +22.0% | +122.7% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling