+30.6%
VCIT vs IBB
+139.6%
-109.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.1% |
| 7D | +0.7% | +2.7% | -2.0% | +0.5% |
| 30D | +1.8% | +6.3% | -4.5% | +1.3% |
| 3M | -1.6% | +11.1% | -12.6% | -2.3% |
| 6M | -2.1% | +29.2% | -31.3% | -4.0% |
| YTD | -1.6% | +30.2% | -31.8% | -3.6% |
| 1Y | -0.8% | +39.5% | -40.3% | -3.3% |
| 3Y | +19.9% | +92.3% | -72.4% | +14.1% |
| 5Y | +3.3% | +43.0% | -39.7% | -0.7% |
| 10Y | +30.6% | +137.1% | -106.5% | +24.7% |
| All | +30.6% | +139.6% | -109.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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