+756.0%
IBB vs VT
+345.0%
+411.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -1.0% | -1.7% |
| 7D | -3.6% | -4.2% | +0.6% | -0.2% |
| 30D | +3.4% | -5.8% | +9.2% | +8.6% |
| 3M | +9.5% | -5.2% | +14.7% | +14.5% |
| 6M | +23.3% | +0.1% | +23.2% | +23.0% |
| YTD | +24.5% | +8.2% | +16.3% | +16.6% |
| 1Y | +32.9% | +10.1% | +22.8% | +22.7% |
| 3Y | +76.6% | +69.7% | +6.9% | +15.0% |
| 5Y | +35.5% | +53.4% | -17.9% | -4.2% |
| 10Y | +156.7% | +219.2% | -62.5% | +3.7% |
| All | +756.0% | +345.0% | +411.0% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling