+120.6%
IBM vs VTV
+80.1%
+40.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.7% |
| 7D | +3.6% | -0.7% | +4.2% | +4.2% |
| 30D | +1.5% | -0.5% | +2.0% | +2.0% |
| 3M | -12.9% | +5.3% | -18.2% | -16.7% |
| 6M | -3.9% | +12.9% | -16.8% | -13.6% |
| YTD | -17.3% | +18.5% | -35.8% | -28.6% |
| 1Y | -5.0% | +25.3% | -30.3% | -21.7% |
| 3Y | +78.2% | +68.2% | +10.0% | +15.9% |
| 5Y | +120.6% | +80.6% | +40.0% | +35.6% |
| All | +120.6% | +80.1% | +40.5% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling