+79.8%
IBM vs VEU
+73.8%
+6.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +2.9% | +3.4% |
| 7D | +3.6% | -1.4% | +5.0% | +4.4% |
| 30D | +3.1% | -0.4% | +3.5% | +3.3% |
| 3M | -10.8% | +2.5% | -13.4% | -12.5% |
| 6M | -0.8% | +11.1% | -12.0% | -7.8% |
| YTD | -16.2% | +16.5% | -32.7% | -24.8% |
| 1Y | -2.9% | +22.9% | -25.8% | -15.9% |
| 3Y | +79.8% | +73.4% | +6.4% | +26.1% |
| All | +79.8% | +73.8% | +6.1% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling