-18.7%
IBM vs VG
+51.8%
-70.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +1.6% |
| 7D | -1.7% | +5.5% | -7.2% | -1.7% |
| 30D | +10.1% | -3.6% | +13.7% | +10.1% |
| 3M | +4.8% | -4.0% | +8.8% | +5.0% |
| 6M | +12.6% | +9.4% | +3.2% | +12.6% |
| YTD | -13.9% | +86.6% | -100.5% | -19.7% |
| 1Y | -18.7% | +69.5% | -88.2% | -23.6% |
| All | -18.7% | +51.8% | -70.5% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling