+124.1%
IBB vs VCLT
+22.0%
+102.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.5% |
| 7D | +1.6% | -1.9% | +3.5% | +2.6% |
| 30D | +6.7% | +1.4% | +5.3% | +6.0% |
| 3M | +6.3% | -1.8% | +8.1% | +7.3% |
| 6M | +23.9% | -3.9% | +27.8% | +26.4% |
| YTD | +26.6% | -3.9% | +30.5% | +29.2% |
| 1Y | +29.6% | -4.7% | +34.4% | +32.8% |
| 3Y | +86.1% | +14.1% | +72.0% | +76.7% |
| 5Y | +40.3% | -16.6% | +57.0% | +47.0% |
| All | +124.1% | +22.0% | +102.1% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling