+376.2%
IBM vs VO
+827.2%
-451.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.2% |
| 6M | -4.7% | +9.3% | -14.0% | -10.5% |
| YTD | -19.1% | +14.2% | -33.3% | -26.1% |
| 1Y | -2.5% | +15.3% | -17.8% | -11.5% |
| 3Y | +74.2% | +56.2% | +17.9% | +27.9% |
| 5Y | +113.1% | +42.4% | +70.7% | +63.2% |
| 10Y | +133.5% | +194.7% | -61.2% | +8.1% |
| All | +376.2% | +827.2% | -451.0% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling