-2.5%
IBM vs VUG
+15.8%
-18.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | +0.3% | -0.3% | +0.6% | +0.4% |
| 3M | -21.6% | -0.7% | -20.9% | -20.8% |
| 6M | -4.7% | +14.6% | -19.3% | -13.2% |
| YTD | -19.1% | +9.0% | -28.1% | -23.6% |
| 1Y | -2.5% | +14.9% | -17.4% | -8.4% |
| All | -2.5% | +15.8% | -18.3% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling