+323.3%
IBM vs VTI
+964.9%
-641.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | -21.6% | +2.0% | -23.6% | -23.0% |
| 6M | -4.7% | +13.0% | -17.7% | -14.0% |
| YTD | -19.1% | +13.9% | -33.0% | -27.3% |
| 1Y | -2.5% | +20.0% | -22.5% | -16.0% |
| 3Y | +74.2% | +75.8% | -1.6% | +8.9% |
| 5Y | +113.1% | +73.8% | +39.3% | +31.1% |
| 10Y | +133.5% | +297.5% | -163.9% | -28.4% |
| All | +323.3% | +964.9% | -641.6% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling