+64.0%
IBIT vs VUG
+69.1%
-5.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -0.8% |
| 7D | -5.8% | -1.9% | -3.9% | -4.0% |
| 30D | +21.5% | -1.6% | +23.1% | +23.4% |
| 3M | +24.5% | +4.4% | +20.1% | +19.0% |
| 6M | +10.0% | +13.2% | -3.2% | -3.0% |
| YTD | -12.0% | +7.5% | -19.5% | -18.0% |
| 1Y | -32.3% | +12.5% | -44.8% | -39.2% |
| All | +64.0% | +69.1% | -5.0% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling