-5.0%
IBM vs VMC
-15.3%
+10.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.3% | +6.6% | +3.7% |
| 7D | +3.6% | -5.3% | +8.9% | +4.1% |
| 30D | +1.5% | -12.3% | +13.8% | +2.9% |
| 3M | -12.9% | -10.3% | -2.6% | -12.3% |
| 6M | -3.9% | -8.6% | +4.7% | -3.7% |
| YTD | -17.3% | -11.9% | -5.5% | -17.5% |
| 1Y | -5.0% | -13.9% | +8.9% | -4.7% |
| All | -5.0% | -15.3% | +10.3% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling