+405.3%
VUG vs IBB
+133.2%
+272.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.4% |
| 7D | -1.1% | -1.4% | +0.3% | -0.2% |
| 30D | -7.0% | +6.8% | -13.8% | -10.9% |
| 3M | -3.7% | +9.2% | -12.9% | -9.6% |
| 6M | -1.6% | +28.3% | -30.0% | -17.3% |
| YTD | +5.1% | +29.4% | -24.2% | -12.5% |
| 1Y | +3.8% | +33.2% | -29.4% | -15.4% |
| 3Y | +79.9% | +90.2% | -10.3% | +12.7% |
| 5Y | +66.4% | +44.0% | +22.4% | +25.1% |
| 10Y | +405.3% | +133.1% | +272.2% | +180.8% |
| All | +405.3% | +133.2% | +272.1% | +180.8% |
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