+161.1%
VEA vs IBB
+133.2%
+27.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -1.3% | -1.4% | +0.1% | -0.6% |
| 30D | 0.0% | +6.8% | -6.8% | -3.2% |
| 3M | -3.6% | +9.2% | -12.8% | -7.9% |
| 6M | -0.5% | +28.3% | -28.8% | -12.2% |
| YTD | +13.0% | +29.4% | -16.4% | -0.8% |
| 1Y | +16.3% | +33.2% | -16.9% | +0.6% |
| 3Y | +74.4% | +90.2% | -15.8% | +25.7% |
| 5Y | +55.8% | +44.0% | +11.9% | +26.4% |
| 10Y | +161.1% | +133.1% | +28.0% | +67.4% |
| All | +161.1% | +133.2% | +27.9% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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