+134.5%
IBM vs VTR
+100.2%
+34.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | -1.8% | +4.0% | -5.8% | -2.8% |
| 3M | -13.5% | +7.8% | -21.3% | -15.1% |
| 6M | -5.1% | +6.4% | -11.5% | -7.0% |
| YTD | -19.4% | +18.3% | -37.7% | -23.1% |
| 1Y | -6.5% | +33.9% | -40.5% | -13.6% |
| 3Y | +73.8% | +134.3% | -60.5% | +39.1% |
| 5Y | +116.3% | +90.3% | +26.1% | +79.4% |
| All | +134.5% | +100.2% | +34.3% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling