+810.9%
VOO vs IBM
+257.3%
+553.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +2.6% | +1.6% | +1.0% | +2.0% |
| 30D | -2.0% | +9.2% | -11.2% | -5.2% |
| 3M | -2.8% | +4.9% | -7.7% | -4.9% |
| 6M | +2.2% | +16.8% | -14.6% | -8.8% |
| YTD | +11.5% | -14.3% | +25.8% | +11.9% |
| 1Y | +13.5% | -16.7% | +30.2% | +15.3% |
| 3Y | +78.1% | +82.2% | -4.1% | +20.1% |
| 5Y | +73.1% | +149.9% | -76.8% | -1.4% |
| 10Y | +310.7% | +142.6% | +168.2% | +122.8% |
| All | +810.9% | +257.3% | +553.6% | +253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling