+43.0%
IBB vs VIG
+63.4%
-20.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +0.2% |
| 7D | +2.7% | +0.4% | +2.3% | +2.3% |
| 30D | +6.3% | +4.3% | +2.1% | +1.9% |
| 3M | +11.1% | +2.0% | +9.0% | +8.9% |
| 6M | +29.2% | +10.2% | +19.0% | +17.0% |
| YTD | +30.2% | +14.8% | +15.4% | +13.0% |
| 1Y | +39.5% | +17.5% | +22.0% | +18.3% |
| 3Y | +92.3% | +67.4% | +24.9% | +14.4% |
| 5Y | +43.0% | +63.4% | -20.4% | -15.2% |
| All | +43.0% | +63.4% | -20.4% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling