+144.5%
IBM vs VUG
+410.7%
-266.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.7% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | +1.5% | -1.7% | +3.2% | +2.5% |
| 3M | -12.9% | +2.8% | -15.7% | -14.7% |
| 6M | -3.9% | +13.6% | -17.5% | -11.0% |
| YTD | -17.3% | +8.1% | -25.4% | -21.2% |
| 1Y | -5.0% | +13.1% | -18.1% | -11.7% |
| 3Y | +78.2% | +87.0% | -8.7% | +22.4% |
| 5Y | +120.6% | +76.0% | +44.7% | +53.7% |
| 10Y | +144.5% | +420.5% | -276.0% | -29.5% |
| All | +144.5% | +410.7% | -266.2% | -29.5% |
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