+144.5%
IBM vs VIG
+241.3%
-96.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.9% |
| 7D | +3.6% | -1.2% | +4.7% | +4.7% |
| 30D | +1.5% | -2.8% | +4.4% | +4.4% |
| 3M | -12.9% | +2.5% | -15.4% | -14.8% |
| 6M | -3.9% | +8.1% | -12.0% | -10.7% |
| YTD | -17.3% | +9.6% | -26.9% | -24.0% |
| 1Y | -5.0% | +14.2% | -19.1% | -15.9% |
| 3Y | +78.2% | +56.1% | +22.1% | +17.2% |
| 5Y | +120.6% | +62.8% | +57.8% | +37.4% |
| 10Y | +144.5% | +248.2% | -103.7% | -27.4% |
| All | +144.5% | +241.3% | -96.9% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling