+62.5%
VUG vs IBB
+39.3%
+23.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +2.5% | -0.5% | +3.0% | +2.8% |
| 30D | -6.3% | +4.6% | -10.8% | -8.8% |
| 3M | -6.0% | +6.8% | -12.9% | -10.4% |
| 6M | -3.5% | +23.1% | -26.7% | -16.6% |
| YTD | +3.9% | +26.0% | -22.1% | -12.0% |
| 1Y | +5.1% | +30.4% | -25.3% | -13.2% |
| 3Y | +77.9% | +85.4% | -7.6% | +9.9% |
| All | +62.5% | +39.3% | +23.2% | +19.0% |
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