+143.5%
IBM vs VRT
+2,725.9%
-2,582.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -0.4% |
| 7D | -0.3% | +9.1% | -9.4% | -1.2% |
| 30D | +0.3% | +0.9% | -0.7% | +0.1% |
| 3M | -21.6% | -13.4% | -8.2% | -21.2% |
| 6M | -4.7% | +11.7% | -16.4% | -7.5% |
| YTD | -19.1% | +73.2% | -92.3% | -26.2% |
| 1Y | -2.5% | +123.4% | -125.9% | -14.5% |
| 3Y | +74.2% | +606.2% | -532.0% | +22.5% |
| 5Y | +113.1% | +899.9% | -786.8% | +37.9% |
| All | +143.5% | +2,725.9% | -2,582.3% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling