+125.6%
IBM vs VSXY
+93.0%
+32.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.9% |
| 7D | +1.6% | -1.7% | +3.3% | +1.7% |
| 30D | +9.2% | +20.1% | -10.9% | +8.0% |
| 3M | +4.9% | +16.6% | -11.7% | +3.8% |
| 6M | +16.8% | +134.9% | -118.2% | +9.2% |
| YTD | -14.3% | +96.0% | -110.3% | -19.1% |
| 1Y | -16.7% | +203.8% | -220.5% | -23.8% |
| 3Y | +82.2% | +465.3% | -383.1% | +55.8% |
| 5Y | +149.9% | +106.3% | +43.6% | +125.3% |
| All | +125.6% | +93.0% | +32.6% | +101.5% |
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