+120.6%
IBM vs VSXY
+19.3%
+101.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.5% | +6.9% | +3.6% |
| 7D | +3.6% | -10.7% | +14.3% | +4.2% |
| 30D | +1.5% | -24.3% | +25.8% | +3.2% |
| 3M | -12.9% | +1.0% | -13.9% | -13.3% |
| 6M | -3.9% | +57.4% | -61.3% | -8.1% |
| YTD | -17.3% | +39.8% | -57.1% | -20.5% |
| 1Y | -5.0% | +196.5% | -201.5% | -13.5% |
| 3Y | +78.2% | +357.2% | -279.0% | +52.2% |
| 5Y | +120.6% | +18.9% | +101.7% | +99.4% |
| All | +120.6% | +19.3% | +101.3% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling