+149.9%
IBM vs VO
+206.8%
-56.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | -1.7% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +8.4% | +0.5% | +7.9% | +7.9% |
| 3M | +4.5% | -1.0% | +5.5% | +5.3% |
| 6M | +7.9% | +6.4% | +1.5% | +2.9% |
| YTD | -15.2% | +13.6% | -28.8% | -23.0% |
| 1Y | -17.6% | +14.5% | -32.1% | -25.6% |
| 3Y | +82.1% | +67.2% | +14.8% | +23.2% |
| 5Y | +143.3% | +36.1% | +107.3% | +89.9% |
| 10Y | +149.9% | +199.3% | -49.4% | +0.8% |
| All | +149.9% | +206.8% | -56.9% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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