+489.4%
IBM vs VIG
+650.0%
-160.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | -0.2% |
| 7D | -1.5% | +1.0% | -2.5% | -2.5% |
| 30D | +8.4% | +4.5% | +3.9% | +4.0% |
| 3M | +4.2% | +2.1% | +2.1% | +2.2% |
| 6M | +7.9% | +10.5% | -2.5% | -1.3% |
| YTD | -15.2% | +15.1% | -30.3% | -25.2% |
| 1Y | -18.7% | +16.9% | -35.6% | -29.3% |
| 3Y | +79.2% | +65.6% | +13.6% | +13.7% |
| 5Y | +144.7% | +64.4% | +80.4% | +54.4% |
| 10Y | +141.6% | +260.6% | -119.0% | -24.9% |
| All | +489.4% | +650.0% | -160.6% | -4.7% |
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 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