+155.2%
IBM vs VRT
+1,919.9%
-1,764.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.6% | -9.2% | -0.5% |
| 7D | -2.5% | -10.6% | +8.1% | -1.7% |
| 30D | +8.4% | -17.4% | +25.8% | +9.9% |
| 3M | +4.5% | -26.4% | +30.9% | +6.8% |
| 6M | +7.9% | -41.0% | +48.9% | +11.8% |
| YTD | -15.2% | +23.8% | -39.0% | -20.6% |
| 1Y | -17.6% | +11.6% | -29.2% | -22.0% |
| 3Y | +82.1% | +403.5% | -321.4% | +31.9% |
| 5Y | +143.3% | +647.0% | -503.7% | +60.3% |
| All | +155.2% | +1,919.9% | -1,764.7% | +47.5% |
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