+183.8%
VXUS vs IBB
+584.6%
-400.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +1.0% | +1.4% | -0.4% | +0.4% |
| 30D | +2.2% | +10.5% | -8.3% | -2.5% |
| 3M | +3.0% | +23.6% | -20.7% | -6.8% |
| 6M | +10.7% | +22.6% | -12.0% | +0.4% |
| YTD | +17.8% | +25.7% | -7.8% | +5.6% |
| 1Y | +27.6% | +51.4% | -23.8% | +4.9% |
| 3Y | +73.3% | +64.4% | +8.9% | +35.7% |
| 5Y | +54.3% | +22.1% | +32.2% | +36.2% |
| 10Y | +149.8% | +132.5% | +17.4% | +59.8% |
| All | +183.8% | +584.6% | -400.8% | -29.9% |
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