+376.2%
IBM vs VTV
+721.7%
-345.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.7% |
| 30D | +0.3% | +1.1% | -0.8% | -0.6% |
| 3M | -21.6% | +5.9% | -27.5% | -25.1% |
| 6M | -4.7% | +11.6% | -16.3% | -12.8% |
| YTD | -19.1% | +19.8% | -38.9% | -30.0% |
| 1Y | -2.5% | +26.2% | -28.7% | -19.0% |
| 3Y | +74.2% | +68.5% | +5.7% | +15.1% |
| 5Y | +113.1% | +79.9% | +33.3% | +33.2% |
| 10Y | +133.5% | +229.7% | -96.2% | -6.5% |
| All | +376.2% | +721.7% | -345.5% | -1.4% |
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