+120.6%
IBM vs VEA
+60.9%
+59.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.2% | +3.8% |
| 7D | +3.6% | +0.3% | +3.2% | +3.4% |
| 30D | +1.5% | +0.4% | +1.1% | +1.3% |
| 3M | -12.9% | +4.8% | -17.7% | -15.6% |
| 6M | -3.9% | +11.3% | -15.2% | -10.1% |
| YTD | -17.3% | +17.4% | -34.7% | -25.2% |
| 1Y | -5.0% | +26.2% | -31.2% | -17.6% |
| 3Y | +78.2% | +77.7% | +0.5% | +28.0% |
| 5Y | +120.6% | +60.9% | +59.7% | +65.1% |
| All | +120.6% | +60.9% | +59.8% | +65.1% |
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