+31.2%
VCIT vs IBB
+126.8%
-95.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +0.6% | +4.6% | -4.0% | +0.2% |
| 3M | -2.2% | +6.8% | -9.0% | -2.8% |
| 6M | -2.3% | +23.1% | -25.4% | -3.9% |
| YTD | -2.2% | +26.0% | -28.2% | -4.0% |
| 1Y | -1.4% | +30.4% | -31.7% | -3.4% |
| 3Y | +18.7% | +85.4% | -66.7% | +13.3% |
| 5Y | +3.6% | +39.7% | -36.1% | -0.3% |
| All | +31.2% | +126.8% | -95.6% | +25.3% |
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