+147.3%
IBM vs VUG
+398.3%
-251.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | +1.6% | +2.5% | -0.9% | +0.1% |
| 30D | +9.2% | -6.3% | +15.5% | +13.0% |
| 3M | +4.9% | -6.0% | +11.0% | +8.4% |
| 6M | +16.8% | -3.5% | +20.3% | +18.4% |
| YTD | -14.3% | +3.9% | -18.2% | -16.7% |
| 1Y | -16.7% | +5.1% | -21.8% | -19.6% |
| 3Y | +82.2% | +77.9% | +4.4% | +28.6% |
| 5Y | +149.9% | +62.4% | +87.5% | +83.6% |
| All | +147.3% | +398.3% | -251.0% | -30.5% |
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