+15.9%
IBM vs VG
-44.6%
+60.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +1.6% | +14.0% | -12.4% | +1.0% |
| 30D | +9.2% | -1.0% | +10.2% | +9.2% |
| 3M | +4.9% | -2.7% | +7.6% | +4.9% |
| 6M | +16.8% | +1.5% | +15.3% | +16.0% |
| YTD | -14.3% | +93.7% | -108.0% | -20.6% |
| 1Y | -16.7% | +68.5% | -85.3% | -22.0% |
| All | +15.9% | -44.6% | +60.4% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling