+57.3%
VUG vs IBB
+37.5%
+19.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.2% |
| 7D | -3.4% | -1.8% | -1.6% | -2.2% |
| 30D | -11.1% | +5.1% | -16.2% | -13.9% |
| 3M | -7.2% | +10.7% | -18.0% | -13.6% |
| 6M | -4.1% | +22.9% | -27.0% | -17.1% |
| YTD | +1.4% | +26.7% | -25.3% | -14.5% |
| 1Y | +1.9% | +35.1% | -33.2% | -17.9% |
| 3Y | +77.7% | +80.2% | -2.5% | +12.5% |
| All | +57.3% | +37.5% | +19.9% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling