+138.2%
IBM vs VSH
+24.4%
+113.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.4% |
| 7D | -5.0% | -12.9% | +8.0% | -3.8% |
| 30D | +11.1% | -36.9% | +48.0% | +16.0% |
| 3M | +5.7% | -28.8% | +34.5% | +8.6% |
| 6M | +10.1% | -30.3% | +40.4% | +9.5% |
| YTD | -15.6% | +62.4% | -78.0% | -27.9% |
| 1Y | -19.5% | +62.5% | -82.1% | -31.3% |
| 3Y | +80.4% | +7.4% | +73.0% | +61.4% |
| All | +138.2% | +24.4% | +113.8% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling