+80.4%
IBM vs VUG
+78.4%
+2.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -5.0% | -3.4% | -1.6% | -3.4% |
| 30D | +11.1% | -11.1% | +22.2% | +17.6% |
| 3M | +5.7% | -7.2% | +13.0% | +9.5% |
| 6M | +10.1% | -4.1% | +14.3% | +11.9% |
| YTD | -15.6% | +1.4% | -17.0% | -16.9% |
| 1Y | -19.5% | +1.9% | -21.4% | -20.9% |
| 3Y | +80.4% | +77.7% | +2.7% | +31.6% |
| All | +80.4% | +78.4% | +2.0% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling