+112.2%
IBM vs VSXY
+33.4%
+78.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -1.8% | -22.1% | +20.2% | -0.5% |
| 3M | -13.5% | -1.1% | -12.3% | -13.7% |
| 6M | -5.1% | +53.8% | -58.9% | -9.0% |
| YTD | -19.4% | +35.5% | -54.9% | -22.1% |
| 1Y | -6.5% | +186.0% | -192.5% | -14.3% |
| 3Y | +73.8% | +343.2% | -269.4% | +50.4% |
| 5Y | +116.3% | +19.0% | +97.3% | +100.0% |
| All | +112.2% | +33.4% | +78.7% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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