+147.3%
IBM vs VEA
+161.1%
-13.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | +2.3% | -0.7% | -0.2% |
| 30D | +9.2% | +0.2% | +9.0% | +9.0% |
| 3M | +4.9% | -5.3% | +10.3% | +9.1% |
| 6M | +16.8% | -0.9% | +17.7% | +16.3% |
| YTD | -14.3% | +12.2% | -26.5% | -23.2% |
| 1Y | -16.7% | +16.1% | -32.8% | -27.4% |
| 3Y | +82.2% | +73.0% | +9.3% | +14.0% |
| 5Y | +149.9% | +53.7% | +96.2% | +71.5% |
| All | +147.3% | +161.1% | -13.9% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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