+2,413.6%
IBM vs VMC
+3,246.6%
-833.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -0.3% | -4.3% | +4.0% | +0.8% |
| 30D | +0.3% | -8.2% | +8.5% | +2.5% |
| 3M | -21.6% | -7.0% | -14.6% | -20.4% |
| 6M | -4.7% | -10.8% | +6.1% | -2.5% |
| YTD | -19.1% | -7.4% | -11.7% | -18.3% |
| 1Y | -2.5% | -9.5% | +7.0% | -1.1% |
| 3Y | +74.2% | +20.5% | +53.7% | +61.7% |
| 5Y | +113.1% | +51.6% | +61.6% | +83.5% |
| 10Y | +133.5% | +150.0% | -16.5% | +68.2% |
| All | +2,413.6% | +3,246.6% | -833.0% | +800.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling