+147.3%
IBM vs VSH
+115.4%
+31.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.8% |
| 7D | +1.6% | +14.3% | -12.8% | -1.3% |
| 30D | +9.2% | -7.9% | +17.1% | +9.9% |
| 3M | +4.9% | -19.9% | +24.8% | +7.7% |
| 6M | +16.8% | -30.5% | +47.3% | +18.5% |
| YTD | -14.3% | +85.7% | -99.9% | -33.5% |
| 1Y | -16.7% | +98.9% | -115.7% | -36.7% |
| 3Y | +82.2% | +32.1% | +50.1% | +46.9% |
| 5Y | +149.9% | +39.7% | +110.3% | +91.4% |
| All | +147.3% | +115.4% | +31.9% | +58.4% |
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