+498.2%
IBM vs VIG
+655.9%
-157.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.8% |
| 7D | -1.7% | -0.3% | -1.4% | -1.5% |
| 30D | +10.1% | +4.9% | +5.2% | +5.3% |
| 3M | +4.8% | +2.9% | +1.9% | +2.0% |
| 6M | +12.6% | +11.2% | +1.4% | +2.4% |
| YTD | -13.9% | +16.0% | -29.9% | -24.6% |
| 1Y | -18.7% | +17.0% | -35.7% | -29.3% |
| 3Y | +81.9% | +66.9% | +15.1% | +14.6% |
| 5Y | +148.3% | +65.8% | +82.5% | +55.4% |
| 10Y | +143.6% | +263.6% | -120.0% | -24.8% |
| All | +498.2% | +655.9% | -157.6% | -4.0% |
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