+700.3%
IBB vs VYM
+490.3%
+210.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -1.8% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +4.9% | -1.3% | +6.1% | +6.0% |
| 3M | +24.2% | +4.1% | +20.2% | +20.1% |
| 6M | +23.8% | +9.8% | +14.1% | +14.4% |
| YTD | +23.0% | +15.3% | +7.6% | +8.9% |
| 1Y | +46.2% | +20.0% | +26.2% | +25.1% |
| 3Y | +64.8% | +66.2% | -1.4% | +7.6% |
| 5Y | +20.9% | +77.5% | -56.6% | -25.3% |
| 10Y | +121.6% | +201.7% | -80.2% | -13.4% |
| All | +700.3% | +490.3% | +210.0% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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