+5.2%
VUG vs IBN
+4.2%
+1.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.2% | +0.7% |
| 7D | -3.0% | +8.9% | -11.9% | -4.9% |
| 30D | -6.4% | +12.6% | -19.1% | -9.3% |
| 3M | -3.2% | +3.1% | -6.3% | -3.8% |
| 6M | +3.1% | +20.6% | -17.5% | -2.7% |
| YTD | +6.3% | +5.8% | +0.5% | +3.4% |
| 1Y | +5.2% | +3.7% | +1.5% | +2.4% |
| All | +5.2% | +4.2% | +1.0% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling