+123.1%
IBB vs VIG
+262.6%
-139.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.5% | +3.5% | -4.0% | -3.7% |
| 30D | +4.6% | +4.9% | -0.4% | 0.0% |
| 3M | +6.8% | +2.5% | +4.3% | +4.4% |
| 6M | +23.1% | +11.0% | +12.1% | +11.6% |
| YTD | +26.0% | +16.0% | +10.1% | +9.8% |
| 1Y | +30.4% | +17.5% | +12.8% | +12.1% |
| 3Y | +85.4% | +67.0% | +18.4% | +15.7% |
| 5Y | +39.7% | +64.8% | -25.0% | -11.8% |
| All | +123.1% | +262.6% | -139.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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