-2.5%
IBM vs VST
-20.6%
+18.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | 0.0% |
| 7D | -0.3% | +8.9% | -9.2% | -0.5% |
| 30D | +0.3% | +6.2% | -5.9% | +0.1% |
| 3M | -21.6% | -2.7% | -18.9% | -22.0% |
| 6M | -4.7% | -8.4% | +3.7% | -5.1% |
| YTD | -19.1% | -7.2% | -11.9% | -19.7% |
| 1Y | -2.5% | -20.9% | +18.4% | -1.4% |
| All | -2.5% | -20.6% | +18.1% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling