+777.3%
IBB vs VCLT
+102.7%
+674.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +2.7% | +1.2% | +1.5% | +2.4% |
| 30D | +6.3% | +3.4% | +3.0% | +5.6% |
| 3M | +11.1% | -0.9% | +11.9% | +11.3% |
| 6M | +29.2% | -3.1% | +32.4% | +30.2% |
| YTD | +30.2% | -2.4% | +32.6% | +31.0% |
| 1Y | +39.5% | -2.7% | +42.1% | +40.4% |
| 3Y | +92.3% | +16.9% | +75.5% | +88.2% |
| 5Y | +43.0% | -17.0% | +60.0% | +40.7% |
| 10Y | +137.1% | +22.1% | +115.0% | +155.3% |
| All | +777.3% | +102.7% | +674.6% | +1,147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling