+415.4%
IBM vs VEU
+174.3%
+241.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.9% |
| 7D | -0.3% | +2.4% | -2.7% | -1.8% |
| 30D | +6.8% | -2.0% | +8.7% | +8.1% |
| 3M | +4.4% | -5.1% | +9.5% | +7.8% |
| 6M | +13.2% | -0.7% | +13.9% | +12.8% |
| YTD | -15.1% | +11.0% | -26.1% | -21.6% |
| 1Y | -20.2% | +12.4% | -32.6% | -26.9% |
| 3Y | +79.3% | +69.8% | +9.5% | +25.6% |
| 5Y | +147.5% | +48.2% | +99.3% | +86.9% |
| 10Y | +140.2% | +148.1% | -8.0% | +32.0% |
| All | +415.4% | +174.3% | +241.1% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling