+160.1%
VEA vs IBB
+769.9%
-609.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -1.3% | -1.4% | +0.1% | -0.5% |
| 30D | 0.0% | +6.8% | -6.8% | -3.8% |
| 3M | -3.6% | +9.2% | -12.8% | -8.7% |
| 6M | -0.5% | +28.3% | -28.8% | -14.2% |
| YTD | +13.0% | +29.4% | -16.4% | -3.2% |
| 1Y | +16.3% | +33.2% | -16.9% | -2.0% |
| 3Y | +74.4% | +90.2% | -15.8% | +18.2% |
| 5Y | +55.8% | +44.0% | +11.9% | +21.6% |
| 10Y | +161.1% | +133.1% | +28.0% | +44.2% |
| All | +160.1% | +769.9% | -609.8% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling