+149.9%
IBM vs VUG
+405.9%
-256.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.1% |
| 7D | -2.5% | +0.5% | -3.0% | -2.9% |
| 30D | +8.4% | -8.2% | +16.5% | +13.4% |
| 3M | +4.5% | -5.4% | +9.9% | +7.5% |
| 6M | +7.9% | -2.5% | +10.4% | +8.8% |
| YTD | -15.2% | +4.2% | -19.4% | -17.7% |
| 1Y | -17.6% | +5.0% | -22.6% | -20.4% |
| 3Y | +82.1% | +81.7% | +0.3% | +26.9% |
| 5Y | +143.3% | +62.5% | +80.8% | +78.8% |
| 10Y | +149.9% | +396.3% | -246.4% | -25.7% |
| All | +149.9% | +405.9% | -256.0% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling