+771.2%
IBB vs VO
+797.8%
-26.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | -1.8% | -2.6% | +0.7% | +0.3% |
| 30D | +5.1% | -0.9% | +6.0% | +6.0% |
| 3M | +10.7% | -3.0% | +13.7% | +13.5% |
| 6M | +22.9% | +2.2% | +20.7% | +20.7% |
| YTD | +26.7% | +10.6% | +16.1% | +16.6% |
| 1Y | +35.1% | +12.5% | +22.6% | +22.6% |
| 3Y | +80.2% | +61.4% | +18.8% | +21.8% |
| 5Y | +37.8% | +33.4% | +4.4% | +8.4% |
| 10Y | +161.2% | +201.5% | -40.4% | +5.4% |
| All | +771.2% | +797.8% | -26.6% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling