+74.7%
IBM vs VO
+58.9%
+15.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | +0.3% | -0.3% | +0.6% | +0.5% |
| 3M | -21.6% | +2.9% | -24.5% | -23.5% |
| 6M | -4.7% | +9.3% | -14.0% | -11.6% |
| YTD | -19.1% | +14.2% | -33.3% | -27.3% |
| 1Y | -2.5% | +15.3% | -17.8% | -13.0% |
| All | +74.7% | +58.9% | +15.7% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling