+20.9%
IBB vs VEU
+56.3%
-35.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.8% |
| 7D | -1.7% | +1.7% | -3.3% | -3.0% |
| 30D | +4.9% | +1.0% | +3.9% | +4.0% |
| 3M | +24.2% | +5.6% | +18.6% | +18.4% |
| 6M | +23.8% | +13.7% | +10.2% | +10.5% |
| YTD | +23.0% | +17.7% | +5.2% | +6.3% |
| 1Y | +46.2% | +25.8% | +20.4% | +19.2% |
| 3Y | +64.8% | +77.1% | -12.3% | -0.4% |
| 5Y | +20.9% | +57.1% | -36.2% | -19.6% |
| All | +20.9% | +56.3% | -35.4% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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