+154.0%
IBM vs VRT
+1,742.5%
-1,588.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -1.2% |
| 7D | -5.0% | -21.4% | +16.4% | -3.0% |
| 30D | +11.1% | -25.8% | +36.9% | +13.9% |
| 3M | +5.7% | -33.5% | +39.2% | +9.2% |
| 6M | +10.1% | -49.0% | +59.1% | +15.9% |
| YTD | -15.6% | +12.9% | -28.6% | -20.2% |
| 1Y | -19.5% | 0.0% | -19.6% | -23.0% |
| 3Y | +80.4% | +361.8% | -281.4% | +31.8% |
| 5Y | +140.0% | +565.1% | -425.1% | +60.5% |
| All | +154.0% | +1,742.5% | -1,588.5% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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