+149.9%
IBM vs VSH
+128.2%
+21.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.4% | -13.0% | -2.1% |
| 7D | -2.5% | +3.5% | -6.0% | -3.7% |
| 30D | +8.4% | -22.4% | +30.8% | +12.8% |
| 3M | +4.5% | -25.2% | +29.6% | +8.8% |
| 6M | +7.9% | -22.5% | +30.4% | +6.3% |
| YTD | -15.2% | +84.2% | -99.4% | -34.0% |
| 1Y | -17.6% | +87.1% | -104.6% | -36.3% |
| 3Y | +82.1% | +31.7% | +50.4% | +47.0% |
| 5Y | +143.3% | +42.6% | +100.8% | +85.2% |
| 10Y | +149.9% | +116.6% | +33.3% | +66.1% |
| All | +149.9% | +128.2% | +21.7% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling