+143.8%
IBM vs VNQ
+64.0%
+79.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.2% | +3.5% |
| 7D | +3.6% | -1.3% | +4.8% | +4.3% |
| 30D | +3.1% | -2.6% | +5.7% | +4.6% |
| 3M | -10.8% | -2.0% | -8.8% | -9.7% |
| 6M | -0.8% | +4.3% | -5.1% | -3.4% |
| YTD | -16.2% | +9.2% | -25.4% | -20.5% |
| 1Y | -2.9% | +5.6% | -8.5% | -6.1% |
| 3Y | +79.8% | +30.8% | +49.0% | +52.1% |
| 5Y | +124.9% | +8.0% | +116.9% | +109.7% |
| All | +143.8% | +64.0% | +79.8% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling