+2,534.9%
IBM vs VSH
+1,399.9%
+1,134.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -1.5% | -1.6% | +0.1% | -1.7% |
| 30D | +8.4% | -21.3% | +29.7% | +12.6% |
| 3M | +4.2% | -18.9% | +23.1% | +6.9% |
| 6M | +7.9% | -21.4% | +29.4% | +7.3% |
| YTD | -15.2% | +86.8% | -102.0% | -31.0% |
| 1Y | -18.7% | +85.8% | -104.5% | -33.9% |
| 3Y | +79.2% | +30.1% | +49.1% | +50.7% |
| 5Y | +144.7% | +42.8% | +101.9% | +97.9% |
| 10Y | +141.6% | +121.2% | +20.4% | +70.5% |
| All | +2,534.9% | +1,399.9% | +1,134.9% | +986.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling