+294.5%
VTI vs IBB
+125.2%
+169.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.2% |
| 7D | -2.0% | -5.2% | +3.2% | +0.9% |
| 30D | -1.9% | +1.5% | -3.4% | -3.0% |
| 3M | +4.5% | +22.1% | -17.6% | -7.2% |
| 6M | +12.6% | +17.7% | -5.1% | +1.8% |
| YTD | +12.0% | +20.2% | -8.2% | -0.2% |
| 1Y | +17.3% | +44.4% | -27.1% | -6.2% |
| 3Y | +75.3% | +61.1% | +14.3% | +29.6% |
| 5Y | +74.0% | +18.5% | +55.5% | +51.3% |
| All | +294.5% | +125.2% | +169.3% | +146.5% |
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