+396.7%
IBM vs VO
+797.8%
-401.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -5.0% | -2.6% | -2.4% | -3.2% |
| 30D | +11.1% | -0.9% | +12.1% | +11.9% |
| 3M | +5.7% | -3.0% | +8.7% | +8.0% |
| 6M | +10.1% | +2.2% | +7.9% | +8.5% |
| YTD | -15.6% | +10.6% | -26.2% | -21.1% |
| 1Y | -19.5% | +12.5% | -32.1% | -25.7% |
| 3Y | +80.4% | +61.4% | +19.0% | +29.8% |
| 5Y | +140.0% | +33.4% | +106.6% | +92.6% |
| 10Y | +155.0% | +201.5% | -46.6% | +16.6% |
| All | +396.7% | +797.8% | -401.1% | +7.1% |
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