-19.5%
IBM vs VST
-31.4%
+11.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.6% | -11.4% | -0.8% |
| 7D | -5.0% | -9.8% | +4.8% | -5.0% |
| 30D | +11.1% | -25.1% | +36.3% | +11.0% |
| 3M | +5.7% | -11.6% | +17.3% | +5.6% |
| 6M | +10.1% | -20.9% | +31.0% | +9.1% |
| YTD | -15.6% | -22.3% | +6.7% | -16.6% |
| 1Y | -19.5% | -32.0% | +12.5% | -20.3% |
| All | -19.5% | -31.4% | +11.8% | -20.3% |
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