+151.0%
IBM vs VEA
+55.2%
+95.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | -1.7% | -1.3% | -0.5% | -1.1% |
| 30D | +10.1% | 0.0% | +10.1% | +10.1% |
| 3M | +4.8% | -3.6% | +8.4% | +6.7% |
| 6M | +12.6% | -0.5% | +13.1% | +12.2% |
| YTD | -13.9% | +13.0% | -26.9% | -20.6% |
| 1Y | -18.7% | +16.3% | -35.0% | -26.2% |
| 3Y | +81.9% | +74.4% | +7.5% | +32.2% |
| All | +151.0% | +55.2% | +95.8% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling