+71.6%
IBM vs VEA
+77.6%
-6.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.3% | +1.9% | -1.6% | -0.6% |
| 30D | -1.5% | +0.8% | -2.3% | -1.9% |
| 3M | -16.8% | +5.7% | -22.5% | -19.8% |
| 6M | -9.0% | +13.3% | -22.3% | -16.2% |
| YTD | -20.1% | +18.4% | -38.4% | -28.8% |
| 1Y | -7.0% | +27.0% | -34.0% | -21.0% |
| All | +71.6% | +77.6% | -6.0% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling