-4.7%
IBM vs VRT
+12.5%
-17.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | +0.4% |
| 7D | -0.3% | +9.1% | -9.4% | +0.3% |
| 30D | +0.3% | +0.9% | -0.7% | +0.3% |
| 3M | -21.6% | -13.4% | -8.2% | -22.9% |
| 6M | -4.7% | +11.7% | -16.4% | -5.3% |
| All | -4.7% | +12.5% | -17.2% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling