+763.8%
IBB vs VT
+374.2%
+389.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.4% | +0.4% | +1.0% | +1.0% |
| 30D | +10.5% | +1.0% | +9.5% | +9.6% |
| 3M | +23.6% | +2.4% | +21.3% | +21.1% |
| 6M | +22.6% | +12.0% | +10.6% | +11.6% |
| YTD | +25.7% | +15.3% | +10.3% | +11.7% |
| 1Y | +51.4% | +22.6% | +28.8% | +28.0% |
| 3Y | +64.4% | +74.7% | -10.3% | +4.5% |
| 5Y | +22.1% | +66.1% | -44.0% | -19.1% |
| 10Y | +132.5% | +225.0% | -92.5% | -7.8% |
| All | +763.8% | +374.2% | +389.6% | +153.7% |
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