-13.3%
IBM vs VWO
+5.9%
-19.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | +14.8% | -7.1% | +21.9% | +16.9% |
| 3M | +8.9% | -6.1% | +15.0% | +10.6% |
| 6M | +12.4% | -3.9% | +16.3% | +12.9% |
| YTD | -12.4% | +5.0% | -17.4% | -16.6% |
| 1Y | -13.3% | +6.0% | -19.2% | -17.8% |
| All | -13.3% | +5.9% | -19.2% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling