-13.3%
IBM vs VST
-35.7%
+22.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.8% | +15.5% | +1.6% |
| 7D | +0.4% | -15.7% | +16.2% | +0.3% |
| 30D | +14.8% | -17.0% | +31.8% | +14.6% |
| 3M | +8.9% | -15.9% | +24.8% | +8.8% |
| 6M | +12.4% | -25.0% | +37.4% | +11.5% |
| YTD | -12.4% | -25.1% | +12.7% | -13.4% |
| 1Y | -13.3% | -34.9% | +21.6% | -14.2% |
| All | -13.3% | -35.7% | +22.4% | -14.2% |
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