+798.3%
IBB vs VIG
+655.9%
+142.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | -0.3% |
| 7D | -1.4% | -0.3% | -1.0% | -1.0% |
| 30D | +6.8% | +4.9% | +1.9% | +2.1% |
| 3M | +9.2% | +2.9% | +6.3% | +6.3% |
| 6M | +28.3% | +11.2% | +17.1% | +16.0% |
| YTD | +29.4% | +16.0% | +13.4% | +12.5% |
| 1Y | +33.2% | +17.0% | +16.2% | +14.9% |
| 3Y | +90.2% | +66.9% | +23.3% | +17.5% |
| 5Y | +44.0% | +65.8% | -21.8% | -10.5% |
| 10Y | +133.1% | +263.6% | -130.5% | -32.5% |
| All | +798.3% | +655.9% | +142.5% | +28.8% |
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