-17.4%
IBM vs VST
-39.0%
+21.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.2% | +3.3% | -2.9% |
| 7D | -4.3% | -19.9% | +15.6% | -4.5% |
| 30D | +11.7% | -29.7% | +41.3% | +11.5% |
| 3M | +5.5% | -19.6% | +25.1% | +5.3% |
| 6M | +9.5% | -29.4% | +38.9% | +8.5% |
| YTD | -14.9% | -29.7% | +14.8% | -15.9% |
| 1Y | -17.4% | -40.0% | +22.7% | -18.4% |
| All | -17.4% | -39.0% | +21.7% | -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 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