+76.0%
VUG vs IBN
+54.0%
+21.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | +0.1% | -5.1% | +5.2% | +2.2% |
| 30D | -1.7% | -3.5% | +1.8% | -0.3% |
| 3M | +2.8% | +11.3% | -8.5% | -1.9% |
| 6M | +13.6% | +4.4% | +9.2% | +11.1% |
| YTD | +8.1% | -1.8% | +9.9% | +8.2% |
| 1Y | +13.1% | -8.0% | +21.0% | +15.9% |
| 3Y | +87.0% | +27.1% | +59.9% | +60.1% |
| 5Y | +76.0% | +54.5% | +21.5% | +31.6% |
| All | +76.0% | +54.0% | +21.9% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling