+115.5%
IBM vs VSH
+64.7%
+50.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.4% | -0.4% |
| 7D | -0.3% | +4.1% | -4.4% | -0.8% |
| 30D | +0.3% | -4.2% | +4.4% | +0.6% |
| 3M | -21.6% | -50.0% | +28.4% | -15.5% |
| 6M | -4.7% | +80.2% | -84.9% | -17.6% |
| YTD | -19.1% | +121.1% | -140.2% | -32.7% |
| 1Y | -2.5% | +112.0% | -114.5% | -18.8% |
| 3Y | +74.2% | +22.5% | +51.6% | +57.9% |
| All | +115.5% | +64.7% | +50.8% | +78.3% |
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