+827.8%
VOO vs IBM
+237.3%
+590.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +0.1% | +0.3% | -0.2% | -0.1% |
| 3M | +2.0% | -21.6% | +23.6% | +9.1% |
| 6M | +13.0% | -4.7% | +17.7% | +9.4% |
| YTD | +13.6% | -19.1% | +32.7% | +16.8% |
| 1Y | +20.1% | -2.5% | +22.6% | +12.6% |
| 3Y | +77.6% | +74.2% | +3.4% | +21.8% |
| 5Y | +82.4% | +113.1% | -30.7% | +11.5% |
| 10Y | +316.8% | +133.5% | +183.3% | +129.2% |
| All | +827.8% | +237.3% | +590.5% | +268.6% |
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