+116.3%
IBM vs VWO
+32.1%
+84.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -1.9% |
| 7D | -0.3% | -1.7% | +1.4% | +0.4% |
| 30D | -1.8% | -0.3% | -1.5% | -1.7% |
| 3M | -13.5% | +4.0% | -17.4% | -15.2% |
| 6M | -5.1% | +8.1% | -13.2% | -8.5% |
| YTD | -19.4% | +11.6% | -31.0% | -23.3% |
| 1Y | -6.5% | +16.2% | -22.8% | -12.6% |
| 3Y | +73.8% | +63.3% | +10.5% | +42.3% |
| 5Y | +116.3% | +33.4% | +83.0% | +87.9% |
| All | +116.3% | +32.1% | +84.2% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling