+72.4%
IBM vs VCLT
+12.2%
+60.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | -1.5% | -0.6% | -0.9% | -1.2% |
| 3M | -16.8% | -2.2% | -14.5% | -15.9% |
| 6M | -9.0% | -2.9% | -6.1% | -7.8% |
| YTD | -20.1% | -2.1% | -18.0% | -19.3% |
| 1Y | -7.0% | -2.6% | -4.4% | -5.9% |
| 3Y | +72.4% | +12.5% | +59.9% | +62.7% |
| All | +72.4% | +12.2% | +60.1% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling