+376.2%
IBM vs VUG
+1,251.8%
-875.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | +0.3% | -0.3% | +0.6% | +0.5% |
| 3M | -21.6% | -0.7% | -20.9% | -21.7% |
| 6M | -4.7% | +14.6% | -19.3% | -13.7% |
| YTD | -19.1% | +9.0% | -28.1% | -24.0% |
| 1Y | -2.5% | +14.9% | -17.4% | -11.7% |
| 3Y | +74.2% | +86.0% | -11.9% | +10.8% |
| 5Y | +113.1% | +76.7% | +36.4% | +34.7% |
| 10Y | +133.5% | +411.3% | -277.8% | -38.3% |
| All | +376.2% | +1,251.8% | -875.6% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling