+135.2%
VGT vs IBB
+20.0%
+115.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.5% |
| 7D | +1.5% | -3.9% | +5.4% | +4.2% |
| 30D | +0.5% | +2.7% | -2.2% | -1.8% |
| 3M | +5.3% | +21.4% | -16.1% | -8.7% |
| 6M | +32.4% | +20.1% | +12.4% | +15.3% |
| YTD | +28.6% | +21.9% | +6.7% | +10.5% |
| 1Y | +37.6% | +44.1% | -6.5% | +4.2% |
| 3Y | +125.5% | +63.4% | +62.1% | +51.9% |
| 5Y | +135.2% | +19.8% | +115.4% | +85.0% |
| All | +135.2% | +20.0% | +115.2% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling