-2.5%
IBM vs VTR
+36.9%
-39.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | -0.1% |
| 7D | -0.3% | -1.7% | +1.4% | -0.5% |
| 30D | +0.3% | -2.4% | +2.7% | +0.1% |
| 3M | -21.6% | +14.8% | -36.4% | -18.3% |
| 6M | -4.7% | +5.3% | -10.0% | -2.4% |
| YTD | -19.1% | +18.1% | -37.2% | -18.0% |
| 1Y | -2.5% | +36.7% | -39.2% | -2.6% |
| All | -2.5% | +36.9% | -39.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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