+144.8%
IBM vs VEU
+150.0%
-5.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.8% |
| 7D | -0.3% | +2.4% | -2.7% | -2.0% |
| 30D | +6.8% | -2.0% | +8.7% | +8.3% |
| 3M | +4.4% | -5.1% | +9.5% | +8.4% |
| 6M | +13.2% | -0.7% | +13.9% | +12.6% |
| YTD | -15.1% | +11.0% | -26.1% | -23.2% |
| 1Y | -20.2% | +12.4% | -32.6% | -28.4% |
| 3Y | +79.3% | +69.8% | +9.5% | +14.7% |
| 5Y | +147.5% | +48.2% | +99.3% | +75.8% |
| All | +144.8% | +150.0% | -5.2% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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