+2,413.6%
IBM vs VSH
+1,674.8%
+738.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.4% | -0.8% |
| 7D | -0.3% | +4.1% | -4.4% | -1.2% |
| 30D | +0.3% | -4.2% | +4.4% | +0.8% |
| 3M | -21.6% | -50.0% | +28.4% | -11.9% |
| 6M | -4.7% | +80.2% | -84.9% | -20.2% |
| YTD | -19.1% | +121.1% | -140.2% | -35.4% |
| 1Y | -2.5% | +112.0% | -114.5% | -22.0% |
| 3Y | +74.2% | +22.5% | +51.6% | +51.0% |
| 5Y | +113.1% | +64.0% | +49.1% | +70.1% |
| 10Y | +133.5% | +170.4% | -36.8% | +60.5% |
| All | +2,413.6% | +1,674.8% | +738.8% | +916.6% |
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