+46.2%
IBIT vs VUG
+63.4%
-17.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.6% |
| 7D | -9.2% | +2.5% | -11.7% | -11.5% |
| 30D | -15.8% | -6.3% | -9.5% | -10.1% |
| 3M | +8.5% | -6.0% | +14.6% | +15.6% |
| 6M | -13.7% | -3.5% | -10.2% | -10.5% |
| YTD | -21.6% | +3.9% | -25.5% | -24.3% |
| 1Y | -30.0% | +5.1% | -35.1% | -33.1% |
| All | +46.2% | +63.4% | -17.2% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling