-6.5%
IBM vs VCLT
-3.8%
-2.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.3% |
| 7D | -0.3% | -1.3% | +1.0% | +1.0% |
| 30D | -1.8% | -1.1% | -0.7% | -0.7% |
| 3M | -13.5% | -3.7% | -9.8% | -10.7% |
| 6M | -5.1% | -4.0% | -1.1% | -2.2% |
| YTD | -19.4% | -3.4% | -16.0% | -17.4% |
| 1Y | -6.5% | -4.1% | -2.4% | -2.0% |
| All | -6.5% | -3.8% | -2.7% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling