+151.7%
IBB vs VT
+215.5%
-63.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | -1.8% | -2.3% | +0.5% | +0.4% |
| 30D | +5.1% | -5.0% | +10.0% | +10.2% |
| 3M | +10.7% | -4.9% | +15.6% | +16.1% |
| 6M | +22.9% | -1.5% | +24.4% | +24.4% |
| YTD | +26.7% | +8.5% | +18.2% | +17.0% |
| 1Y | +35.1% | +11.4% | +23.7% | +21.8% |
| 3Y | +80.2% | +70.1% | +10.1% | +9.0% |
| 5Y | +37.8% | +53.7% | -15.9% | -8.4% |
| All | +151.7% | +215.5% | -63.8% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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