-6.5%
IBM vs VTI
+17.1%
-23.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -1.9% |
| 7D | -0.3% | -2.0% | +1.7% | +1.5% |
| 30D | -1.8% | -1.9% | +0.1% | -0.1% |
| 3M | -13.5% | +4.5% | -18.0% | -17.7% |
| 6M | -5.1% | +12.6% | -17.7% | -16.0% |
| YTD | -19.4% | +12.0% | -31.4% | -27.4% |
| 1Y | -6.5% | +17.3% | -23.9% | -15.2% |
| All | -6.5% | +17.1% | -23.6% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 1y: compounded portfolio wealth divided by compounded VTI 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…
1y analysis · Full analysis span regression · 6 months rolling