+58.9%
IBIT vs VUG
+63.9%
-4.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -4.1% |
| 7D | -2.4% | +0.5% | -2.9% | -3.0% |
| 30D | -9.1% | -8.2% | -0.9% | -1.0% |
| 3M | +15.0% | -5.4% | +20.4% | +21.7% |
| 6M | -6.9% | -2.5% | -4.3% | -4.5% |
| YTD | -14.8% | +4.2% | -19.0% | -18.0% |
| 1Y | -28.1% | +5.0% | -33.2% | -31.3% |
| All | +58.9% | +63.9% | -4.9% | +3.3% |
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