+78.0%
IBM vs VMC
+39.7%
+38.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.2% | +1.1% | -3.3% | -2.4% |
| 30D | +7.7% | +17.7% | -10.0% | +4.7% |
| 3M | +3.5% | +1.1% | +2.4% | +3.1% |
| 6M | +7.2% | +1.8% | +5.3% | +6.4% |
| YTD | -15.8% | +1.5% | -17.3% | -16.9% |
| 1Y | -19.3% | -1.1% | -18.1% | -19.9% |
| 3Y | +78.0% | +38.8% | +39.2% | +60.3% |
| All | +78.0% | +39.7% | +38.3% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling