+409.7%
VUG vs IBB
+122.6%
+287.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +1.0% |
| 7D | +0.9% | -1.7% | +2.5% | +1.9% |
| 30D | -1.4% | +4.9% | -6.3% | -4.7% |
| 3M | +2.3% | +24.2% | -21.9% | -11.5% |
| 6M | +15.7% | +23.8% | -8.2% | -0.1% |
| YTD | +8.6% | +23.0% | -14.3% | -6.0% |
| 1Y | +14.1% | +46.2% | -32.1% | -12.1% |
| 3Y | +87.9% | +64.8% | +23.1% | +31.4% |
| 5Y | +76.3% | +20.9% | +55.4% | +49.0% |
| 10Y | +409.7% | +121.6% | +288.1% | +205.7% |
| All | +409.7% | +122.6% | +287.0% | +205.7% |
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