+404.5%
IBM vs VTV
+736.6%
-332.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +1.6% | +2.9% | -1.3% | -0.8% |
| 30D | +9.2% | +3.8% | +5.4% | +6.0% |
| 3M | +4.9% | +1.6% | +3.4% | +3.7% |
| 6M | +16.8% | +11.2% | +5.6% | +7.4% |
| YTD | -14.3% | +22.0% | -36.3% | -26.8% |
| 1Y | -16.7% | +24.9% | -41.6% | -30.2% |
| 3Y | +82.2% | +78.5% | +3.8% | +15.2% |
| 5Y | +149.9% | +77.8% | +72.2% | +57.7% |
| 10Y | +142.6% | +231.1% | -88.5% | -3.3% |
| All | +404.5% | +736.6% | -332.1% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling