+144.8%
IBM vs VIG
+262.6%
-117.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.3% | +3.1% | -3.4% | -3.2% |
| 30D | +6.8% | +5.0% | +1.7% | +1.7% |
| 3M | +4.4% | +2.7% | +1.7% | +1.7% |
| 6M | +13.2% | +11.0% | +2.2% | +2.6% |
| YTD | -15.1% | +16.0% | -31.1% | -26.1% |
| 1Y | -20.2% | +16.3% | -36.4% | -30.7% |
| 3Y | +79.3% | +66.8% | +12.5% | +10.6% |
| 5Y | +147.5% | +64.8% | +82.7% | +52.9% |
| All | +144.8% | +262.6% | -117.8% | -32.7% |
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