+138.2%
IBM vs VUG
+57.0%
+81.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -5.0% | -3.4% | -1.6% | -3.7% |
| 30D | +11.1% | -11.1% | +22.2% | +16.2% |
| 3M | +5.7% | -7.2% | +13.0% | +8.7% |
| 6M | +10.1% | -4.1% | +14.3% | +11.6% |
| YTD | -15.6% | +1.4% | -17.0% | -16.4% |
| 1Y | -19.5% | +1.9% | -21.4% | -20.4% |
| 3Y | +80.4% | +77.7% | +2.7% | +46.8% |
| All | +138.2% | +57.0% | +81.2% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling