+1,187.3%
VUG vs IBN
+1,513.2%
-325.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +2.5% | +1.9% | +0.6% | +2.0% |
| 30D | -6.3% | +22.1% | -28.4% | -11.0% |
| 3M | -6.0% | +17.1% | -23.1% | -9.9% |
| 6M | -3.5% | +35.5% | -39.1% | -10.9% |
| YTD | +3.9% | +16.8% | -12.9% | -0.6% |
| 1Y | +5.1% | +12.4% | -7.3% | +1.5% |
| 3Y | +77.9% | +58.0% | +19.8% | +56.4% |
| 5Y | +62.4% | +73.7% | -11.3% | +39.4% |
| 10Y | +399.4% | +385.6% | +13.8% | +217.0% |
| All | +1,187.3% | +1,513.2% | -325.9% | +415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling