+82.2%
IBM vs VTR
+130.0%
-47.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +9.2% | +5.5% | +3.7% | +8.4% |
| 3M | +4.9% | -0.9% | +5.9% | +5.0% |
| 6M | +16.8% | -0.4% | +17.2% | +16.9% |
| YTD | -14.3% | +17.0% | -31.3% | -17.3% |
| 1Y | -16.7% | +18.0% | -34.7% | -19.8% |
| 3Y | +82.2% | +127.4% | -45.1% | +50.4% |
| All | +82.2% | +130.0% | -47.8% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling