+134.5%
IBM vs VFC
-70.4%
+204.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | -0.3% | -3.3% | +3.0% | +0.4% |
| 30D | -1.8% | -14.0% | +12.2% | +1.1% |
| 3M | -13.5% | -22.6% | +9.1% | -9.5% |
| 6M | -5.1% | -24.7% | +19.6% | -0.6% |
| YTD | -19.4% | -29.0% | +9.6% | -14.5% |
| 1Y | -6.5% | -13.8% | +7.2% | -5.5% |
| 3Y | +73.8% | -28.2% | +102.1% | +65.4% |
| 5Y | +116.3% | -79.0% | +195.3% | +198.4% |
| All | +134.5% | -70.4% | +204.9% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling