+399.2%
IBM vs VUG
+1,182.3%
-783.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.5% |
| 7D | -1.5% | -1.2% | -0.3% | -0.8% |
| 30D | +8.4% | -8.9% | +17.3% | +15.1% |
| 3M | +4.2% | -5.9% | +10.1% | +8.2% |
| 6M | +7.9% | -3.3% | +11.2% | +9.4% |
| YTD | -15.2% | +3.4% | -18.6% | -17.8% |
| 1Y | -18.7% | +1.9% | -20.6% | -20.5% |
| 3Y | +79.2% | +76.9% | +2.3% | +17.8% |
| 5Y | +144.7% | +63.9% | +80.8% | +62.9% |
| 10Y | +141.6% | +396.2% | -254.6% | -35.2% |
| All | +399.2% | +1,182.3% | -783.1% | -39.2% |
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