+391.4%
IBM vs VEU
+192.1%
+199.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.3% |
| 7D | -0.3% | +1.1% | -1.4% | -1.0% |
| 30D | +0.3% | +2.2% | -1.9% | -1.1% |
| 3M | -21.6% | +3.0% | -24.6% | -23.6% |
| 6M | -4.7% | +10.9% | -15.6% | -11.7% |
| YTD | -19.1% | +18.2% | -37.3% | -28.1% |
| 1Y | -2.5% | +28.3% | -30.8% | -17.8% |
| 3Y | +74.2% | +74.6% | -0.5% | +19.9% |
| 5Y | +113.1% | +56.4% | +56.8% | +55.7% |
| 10Y | +133.5% | +153.0% | -19.5% | +26.6% |
| All | +391.4% | +192.1% | +199.3% | +127.3% |
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