+144.5%
IBM vs VSH
+172.7%
-28.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.2% |
| 7D | +3.6% | +3.5% | 0.0% | +2.8% |
| 30D | +1.5% | -4.4% | +5.9% | +2.3% |
| 3M | -12.9% | -45.8% | +32.9% | -3.4% |
| 6M | -3.9% | +90.1% | -94.0% | -23.5% |
| YTD | -17.3% | +120.3% | -137.7% | -37.0% |
| 1Y | -5.0% | +112.2% | -117.2% | -27.5% |
| 3Y | +78.2% | +36.6% | +41.6% | +47.2% |
| 5Y | +120.6% | +67.0% | +53.6% | +65.4% |
| 10Y | +144.5% | +179.5% | -35.0% | +47.4% |
| All | +144.5% | +172.7% | -28.2% | +47.4% |
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