+112.0%
IBM vs VMC
+52.4%
+59.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | -1.5% | -9.1% | +7.6% | +0.4% |
| 3M | -16.8% | -4.1% | -12.6% | -16.3% |
| 6M | -9.0% | -5.5% | -3.5% | -8.5% |
| YTD | -20.1% | -8.9% | -11.1% | -19.3% |
| 1Y | -7.0% | -12.9% | +5.9% | -5.2% |
| 3Y | +72.4% | +22.1% | +50.2% | +60.1% |
| 5Y | +112.0% | +52.7% | +59.3% | +81.6% |
| All | +112.0% | +52.4% | +59.6% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling