+396.3%
VUG vs IBB
+139.6%
+256.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.0% |
| 7D | +0.5% | +2.7% | -2.2% | -1.1% |
| 30D | -8.2% | +6.3% | -14.5% | -11.8% |
| 3M | -5.4% | +11.1% | -16.5% | -12.1% |
| 6M | -2.5% | +29.2% | -31.8% | -18.4% |
| YTD | +4.2% | +30.2% | -26.0% | -13.6% |
| 1Y | +5.0% | +39.5% | -34.5% | -17.0% |
| 3Y | +81.7% | +92.3% | -10.6% | +13.1% |
| 5Y | +62.5% | +43.0% | +19.5% | +22.9% |
| 10Y | +396.3% | +137.1% | +259.2% | +174.5% |
| All | +396.3% | +139.6% | +256.7% | +174.5% |
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