+144.5%
IBM vs VMC
+146.8%
-2.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.3% | +6.6% | +4.2% |
| 7D | +3.6% | -5.3% | +8.9% | +4.9% |
| 30D | +1.5% | -12.3% | +13.8% | +4.9% |
| 3M | -12.9% | -10.3% | -2.6% | -10.8% |
| 6M | -3.9% | -8.6% | +4.7% | -2.3% |
| YTD | -17.3% | -11.9% | -5.5% | -15.6% |
| 1Y | -5.0% | -13.9% | +8.9% | -2.5% |
| 3Y | +78.2% | +18.2% | +60.1% | +65.4% |
| 5Y | +120.6% | +47.7% | +72.9% | +89.0% |
| 10Y | +144.5% | +152.5% | -8.0% | +78.9% |
| All | +144.5% | +146.8% | -2.3% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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