+322.5%
VOO vs IBM
+140.9%
+181.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.4% | -3.8% | -1.6% |
| 7D | -0.4% | +3.6% | -3.9% | -1.5% |
| 30D | -1.4% | +1.5% | -2.9% | -2.0% |
| 3M | +3.7% | -12.9% | +16.6% | +6.1% |
| 6M | +13.0% | -3.9% | +16.9% | +9.5% |
| YTD | +12.4% | -17.3% | +29.8% | +14.7% |
| 1Y | +18.6% | -5.0% | +23.6% | +13.1% |
| 3Y | +78.1% | +78.2% | -0.2% | +22.3% |
| 5Y | +82.3% | +120.6% | -38.4% | +10.9% |
| 10Y | +322.5% | +144.5% | +178.1% | +126.2% |
| All | +322.5% | +140.9% | +181.7% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 10y: compounded portfolio wealth divided by compounded IBM 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…
10y analysis · Full analysis span regression · 6 months rolling