+2,534.9%
IBM vs VMC
+3,567.9%
-1,033.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | -1.5% | +1.1% | -2.7% | -1.8% |
| 30D | +8.4% | +17.7% | -9.3% | +3.9% |
| 3M | +4.2% | +1.1% | +3.1% | +3.7% |
| 6M | +7.9% | +1.8% | +6.1% | +6.9% |
| YTD | -15.2% | +1.5% | -16.7% | -16.4% |
| 1Y | -18.7% | -1.1% | -17.6% | -19.4% |
| 3Y | +79.2% | +38.8% | +40.4% | +60.5% |
| 5Y | +144.7% | +49.6% | +95.2% | +111.6% |
| 10Y | +141.6% | +130.6% | +11.0% | +77.8% |
| All | +2,534.9% | +3,567.9% | -1,033.0% | +820.5% |
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