+1,250.4%
VUG vs IBB
+760.3%
+490.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.5% |
| 3M | -0.7% | +23.6% | -24.3% | -13.3% |
| 6M | +14.6% | +22.6% | -8.0% | +0.3% |
| YTD | +9.0% | +25.7% | -16.7% | -6.3% |
| 1Y | +14.9% | +51.4% | -36.5% | -12.2% |
| 3Y | +86.0% | +64.4% | +21.7% | +33.2% |
| 5Y | +76.7% | +22.1% | +54.5% | +51.0% |
| 10Y | +411.3% | +132.5% | +278.8% | +189.3% |
| All | +1,250.4% | +760.3% | +490.2% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling