+392.5%
VNQ vs IBB
+850.1%
-457.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -1.3% | +1.4% | -2.7% | -2.1% |
| 30D | -2.9% | +10.5% | -13.4% | -9.1% |
| 3M | +0.8% | +23.6% | -22.8% | -12.2% |
| 6M | +2.5% | +22.6% | -20.2% | -10.7% |
| YTD | +10.6% | +25.7% | -15.0% | -5.4% |
| 1Y | +9.1% | +51.4% | -42.3% | -17.3% |
| 3Y | +31.0% | +64.4% | -33.3% | -7.1% |
| 5Y | +4.9% | +22.1% | -17.2% | -11.7% |
| 10Y | +59.5% | +132.5% | -73.0% | -19.9% |
| All | +392.5% | +850.1% | -457.6% | -50.1% |
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