+147.3%
IBM vs VST
+1,139.0%
-991.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +1.6% | +6.6% | -5.0% | +0.4% |
| 30D | +9.2% | -12.4% | +21.6% | +11.1% |
| 3M | +4.9% | -9.0% | +13.9% | +5.6% |
| 6M | +16.8% | -6.4% | +23.2% | +15.8% |
| YTD | -14.3% | -17.2% | +2.9% | -13.9% |
| 1Y | -16.7% | -22.0% | +5.3% | -15.6% |
| 3Y | +82.2% | +296.7% | -214.4% | +14.7% |
| 5Y | +149.9% | +637.6% | -487.6% | +29.3% |
| All | +147.3% | +1,139.0% | -991.8% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling