+112.0%
IBM vs VEU
+56.3%
+55.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.3% | +1.7% | -1.4% | -0.5% |
| 30D | -1.5% | +1.0% | -2.5% | -2.0% |
| 3M | -16.8% | +5.6% | -22.4% | -19.6% |
| 6M | -9.0% | +13.7% | -22.7% | -15.9% |
| YTD | -20.1% | +17.7% | -37.8% | -27.7% |
| 1Y | -7.0% | +25.8% | -32.8% | -19.1% |
| 3Y | +72.4% | +77.1% | -4.7% | +24.3% |
| 5Y | +112.0% | +57.1% | +54.8% | +61.1% |
| All | +112.0% | +56.3% | +55.7% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling