+58.6%
IBIT vs VUG
+65.4%
-6.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | -0.3% |
| 7D | -6.8% | -1.1% | -5.7% | -5.9% |
| 30D | -9.9% | -7.0% | -2.9% | -3.1% |
| 3M | +17.5% | -3.7% | +21.2% | +22.2% |
| 6M | -9.1% | -1.6% | -7.5% | -7.6% |
| YTD | -14.9% | +5.1% | -20.1% | -18.8% |
| 1Y | -27.6% | +3.8% | -31.4% | -30.1% |
| All | +58.6% | +65.4% | -6.7% | +2.1% |
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