+772.7%
IBB vs VIG
+623.5%
+149.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | +1.4% | -0.4% | +1.9% | +1.8% |
| 30D | +10.5% | -1.0% | +11.5% | +11.6% |
| 3M | +23.6% | +2.8% | +20.9% | +20.5% |
| 6M | +22.6% | +8.2% | +14.4% | +13.9% |
| YTD | +25.7% | +11.0% | +14.7% | +13.9% |
| 1Y | +51.4% | +16.1% | +35.2% | +31.4% |
| 3Y | +64.4% | +56.2% | +8.2% | +8.1% |
| 5Y | +22.1% | +63.0% | -40.8% | -22.9% |
| 10Y | +132.5% | +241.4% | -109.0% | -28.5% |
| All | +772.7% | +623.5% | +149.1% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling