+33.2%
IBB vs VCLT
-3.4%
+36.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | -1.4% | -0.6% | -0.8% | -0.7% |
| 30D | +6.8% | +2.8% | +4.0% | +3.5% |
| 3M | +9.2% | -0.4% | +9.6% | +10.1% |
| 6M | +28.3% | -3.1% | +31.4% | +33.5% |
| YTD | +29.4% | -2.7% | +32.0% | +33.5% |
| 1Y | +33.2% | -3.7% | +36.8% | +39.9% |
| All | +33.2% | -3.4% | +36.6% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling