+130.6%
IBB vs VIG
+259.6%
-129.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.3% |
| 7D | +0.8% | +1.0% | -0.2% | -0.1% |
| 30D | +5.2% | +4.5% | +0.6% | +0.9% |
| 3M | +8.6% | +2.1% | +6.5% | +6.6% |
| 6M | +27.8% | +10.5% | +17.4% | +16.5% |
| YTD | +28.8% | +15.1% | +13.7% | +13.0% |
| 1Y | +36.4% | +16.9% | +19.5% | +18.0% |
| 3Y | +89.3% | +65.6% | +23.8% | +19.1% |
| 5Y | +43.3% | +64.4% | -21.1% | -9.4% |
| 10Y | +130.6% | +260.6% | -130.0% | -27.1% |
| All | +130.6% | +259.6% | -129.0% | -27.1% |
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