+400.4%
IBM vs VWO
+326.6%
+73.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +0.3% | +0.9% | -0.6% | -0.1% |
| 30D | -1.5% | +1.3% | -2.7% | -2.1% |
| 3M | -16.8% | +5.1% | -21.9% | -19.0% |
| 6M | -9.0% | +12.5% | -21.6% | -14.3% |
| YTD | -20.1% | +14.0% | -34.1% | -25.2% |
| 1Y | -7.0% | +19.7% | -26.7% | -15.0% |
| 3Y | +72.4% | +66.8% | +5.6% | +34.6% |
| 5Y | +112.0% | +36.2% | +75.8% | +79.5% |
| 10Y | +131.6% | +111.0% | +20.5% | +58.8% |
| All | +400.4% | +326.6% | +73.8% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling