+309.8%
IBM vs VEA
+155.2%
+154.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | -0.3% | +1.8% | -2.1% | -1.5% |
| 30D | +6.8% | -0.9% | +7.7% | +7.3% |
| 3M | +4.4% | -5.0% | +9.4% | +7.8% |
| 6M | +13.2% | 0.0% | +13.2% | +12.2% |
| YTD | -15.1% | +12.2% | -27.3% | -22.4% |
| 1Y | -20.2% | +14.7% | -34.9% | -28.1% |
| 3Y | +79.3% | +73.2% | +6.1% | +22.4% |
| 5Y | +147.5% | +53.7% | +93.8% | +80.5% |
| 10Y | +140.2% | +159.3% | -19.1% | +25.6% |
| All | +309.8% | +155.2% | +154.6% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling