-2.5%
IBM vs VSH
+118.1%
-120.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.4% | 0.0% |
| 7D | -0.3% | +4.1% | -4.4% | -0.4% |
| 30D | +0.3% | -4.2% | +4.4% | +0.2% |
| 3M | -21.6% | -50.0% | +28.4% | -19.4% |
| 6M | -4.7% | +80.2% | -84.9% | -14.8% |
| YTD | -19.1% | +121.1% | -140.2% | -28.8% |
| 1Y | -2.5% | +112.0% | -114.5% | -13.7% |
| All | -2.5% | +118.1% | -120.6% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling