+113.0%
IBM vs VSXY
+37.4%
+75.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | -0.3% | -14.0% | +13.7% | +0.5% |
| 30D | +0.3% | -15.9% | +16.2% | +1.2% |
| 3M | -21.6% | +3.4% | -25.0% | -22.1% |
| 6M | -4.7% | +25.9% | -30.6% | -7.4% |
| YTD | -19.1% | +39.5% | -58.6% | -22.0% |
| 1Y | -2.5% | +194.4% | -196.9% | -10.7% |
| 3Y | +74.2% | +281.4% | -207.3% | +52.5% |
| 5Y | +113.1% | +12.8% | +100.4% | +97.2% |
| All | +113.0% | +37.4% | +75.6% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling