+127.0%
IBB vs VCLT
+16.9%
+110.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +2.7% | +0.1% | +2.6% | +2.7% |
| 3M | +21.4% | -2.9% | +24.2% | +23.0% |
| 6M | +20.1% | -4.0% | +24.0% | +22.4% |
| YTD | +21.9% | -2.2% | +24.1% | +23.3% |
| 1Y | +44.1% | -2.6% | +46.7% | +46.0% |
| 3Y | +63.4% | +12.3% | +51.1% | +56.0% |
| 5Y | +19.8% | -16.4% | +36.1% | +24.4% |
| 10Y | +127.0% | +18.1% | +108.9% | +137.4% |
| All | +127.0% | +16.9% | +110.1% | +137.4% |
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