+462.2%
IBM vs VIG
+623.5%
-161.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.5% |
| 7D | -0.3% | -0.4% | +0.1% | +0.1% |
| 30D | +0.3% | -1.0% | +1.2% | +1.2% |
| 3M | -21.6% | +2.8% | -24.4% | -23.4% |
| 6M | -4.7% | +8.2% | -12.9% | -11.2% |
| YTD | -19.1% | +11.0% | -30.1% | -26.2% |
| 1Y | -2.5% | +16.1% | -18.6% | -14.6% |
| 3Y | +74.2% | +56.2% | +18.0% | +16.6% |
| 5Y | +113.1% | +63.0% | +50.2% | +35.4% |
| 10Y | +133.5% | +241.4% | -107.9% | -23.6% |
| All | +462.2% | +623.5% | -161.3% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling