+735.5%
VGT vs IBB
+133.2%
+602.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.6% |
| 7D | -1.6% | -1.4% | -0.2% | -0.5% |
| 30D | -10.1% | +6.8% | -16.9% | -14.1% |
| 3M | -5.3% | +9.2% | -14.5% | -11.6% |
| 6M | +0.2% | +28.3% | -28.1% | -17.1% |
| YTD | +21.1% | +29.4% | -8.3% | -0.9% |
| 1Y | +18.2% | +33.2% | -15.0% | -5.5% |
| 3Y | +107.4% | +90.2% | +17.2% | +24.9% |
| 5Y | +111.5% | +44.0% | +67.5% | +55.8% |
| 10Y | +735.5% | +133.1% | +602.5% | +341.9% |
| All | +735.5% | +133.2% | +602.4% | +341.9% |
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