+289.5%
IBM vs VT
+345.0%
-55.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.2% | +0.1% |
| 7D | -4.3% | -4.2% | -0.2% | -1.3% |
| 30D | +11.7% | -5.8% | +17.5% | +16.6% |
| 3M | +5.5% | -5.2% | +10.7% | +9.7% |
| 6M | +9.5% | +0.1% | +9.3% | +8.8% |
| YTD | -14.9% | +8.2% | -23.1% | -20.0% |
| 1Y | -17.4% | +10.1% | -27.5% | -23.3% |
| 3Y | +83.3% | +69.7% | +13.6% | +24.0% |
| 5Y | +142.1% | +53.4% | +88.7% | +73.7% |
| 10Y | +157.2% | +219.2% | -62.1% | +10.5% |
| All | +289.5% | +345.0% | -55.5% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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