+121.6%
IBB vs VO
+192.5%
-70.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.7% |
| 7D | -1.7% | +0.6% | -2.3% | -2.2% |
| 30D | +4.9% | -1.1% | +5.9% | +5.8% |
| 3M | +24.2% | +4.5% | +19.7% | +19.5% |
| 6M | +23.8% | +11.1% | +12.8% | +13.1% |
| YTD | +23.0% | +13.5% | +9.4% | +10.1% |
| 1Y | +46.2% | +14.5% | +31.7% | +30.0% |
| 3Y | +64.8% | +58.1% | +6.7% | +11.2% |
| 5Y | +20.9% | +43.3% | -22.4% | -11.8% |
| 10Y | +121.6% | +193.2% | -71.6% | -19.2% |
| All | +121.6% | +192.5% | -70.9% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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