+144.5%
IBM vs VCLT
+16.9%
+127.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +3.6% | 0.0% | +3.5% | +3.6% |
| 30D | +1.5% | +0.1% | +1.4% | +1.5% |
| 3M | -12.9% | -2.9% | -10.0% | -12.1% |
| 6M | -3.9% | -4.0% | +0.1% | -2.7% |
| YTD | -17.3% | -2.2% | -15.1% | -16.7% |
| 1Y | -5.0% | -2.6% | -2.4% | -4.2% |
| 3Y | +78.2% | +12.3% | +65.9% | +72.3% |
| 5Y | +120.6% | -16.4% | +137.0% | +131.0% |
| 10Y | +144.5% | +18.1% | +126.4% | +125.9% |
| All | +144.5% | +16.9% | +127.5% | +125.9% |
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