+80.4%
IBM vs VRT
+407.1%
-326.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | -0.3% | +18.6% | -18.9% | -1.1% |
| 30D | +6.8% | -11.7% | +18.4% | +7.1% |
| 3M | +4.4% | -27.3% | +31.7% | +5.5% |
| 6M | +13.2% | -42.9% | +56.1% | +15.3% |
| YTD | -15.1% | +29.5% | -44.6% | -19.5% |
| 1Y | -20.2% | +21.0% | -41.2% | -23.9% |
| All | +80.4% | +407.1% | -326.7% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling