+72.4%
IBM vs VIG
+57.1%
+15.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.3% |
| 7D | +0.3% | -0.4% | +0.7% | +0.7% |
| 30D | -1.5% | -2.1% | +0.6% | +0.8% |
| 3M | -16.8% | +3.3% | -20.1% | -19.4% |
| 6M | -9.0% | +9.3% | -18.3% | -16.9% |
| YTD | -20.1% | +10.1% | -30.2% | -27.2% |
| 1Y | -7.0% | +14.7% | -21.7% | -18.6% |
| 3Y | +72.4% | +56.9% | +15.4% | +16.6% |
| All | +72.4% | +57.1% | +15.3% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling