+450.8%
IBM vs VNQ
+382.8%
+68.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | -0.3% | -2.6% | +2.3% | +0.8% |
| 30D | -1.8% | -2.3% | +0.5% | -0.9% |
| 3M | -13.5% | -2.8% | -10.7% | -12.4% |
| 6M | -5.1% | +2.5% | -7.6% | -6.1% |
| YTD | -19.4% | +8.4% | -27.8% | -22.0% |
| 1Y | -6.5% | +6.8% | -13.3% | -9.0% |
| 3Y | +73.8% | +29.9% | +43.9% | +56.1% |
| 5Y | +116.3% | +7.2% | +109.1% | +107.3% |
| 10Y | +138.4% | +62.5% | +75.9% | +94.2% |
| All | +450.8% | +382.8% | +68.1% | +200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling