+804.2%
IBB vs VIG
+648.1%
+156.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +0.4% |
| 7D | +2.7% | +0.4% | +2.3% | +2.4% |
| 30D | +6.3% | +4.3% | +2.1% | +2.2% |
| 3M | +11.1% | +2.0% | +9.0% | +9.0% |
| 6M | +29.2% | +10.2% | +19.0% | +17.9% |
| YTD | +30.2% | +14.8% | +15.4% | +14.4% |
| 1Y | +39.5% | +17.5% | +22.0% | +19.9% |
| 3Y | +92.3% | +67.4% | +24.9% | +18.5% |
| 5Y | +43.0% | +63.4% | -20.4% | -9.9% |
| 10Y | +137.1% | +259.9% | -122.8% | -30.7% |
| All | +804.2% | +648.1% | +156.2% | +30.9% |
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