+76.5%
VUG vs IBB
+22.5%
+54.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -0.1% | +1.4% | -1.5% | -1.0% |
| 30D | -0.3% | +10.5% | -10.8% | -6.8% |
| 3M | -0.7% | +23.6% | -24.3% | -13.9% |
| 6M | +14.6% | +22.6% | -8.0% | -0.5% |
| YTD | +9.0% | +25.7% | -16.7% | -7.2% |
| 1Y | +14.9% | +51.4% | -36.5% | -14.3% |
| 3Y | +86.0% | +64.4% | +21.7% | +27.9% |
| All | +76.5% | +22.5% | +54.0% | +38.0% |
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