+96.3%
VCIT vs IBB
+743.6%
-647.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.3% | +0.4% |
| 7D | +0.5% | -3.6% | +4.1% | +0.6% |
| 30D | +2.1% | +3.4% | -1.3% | +2.0% |
| 3M | -1.6% | +9.5% | -11.1% | -1.9% |
| 6M | -1.6% | +23.3% | -24.9% | -2.3% |
| YTD | -1.5% | +24.5% | -26.1% | -2.2% |
| 1Y | -0.4% | +32.9% | -33.3% | -1.3% |
| 3Y | +19.6% | +76.6% | -57.0% | +17.5% |
| 5Y | +3.3% | +35.5% | -32.2% | +1.5% |
| 10Y | +28.9% | +156.7% | -127.9% | +27.7% |
| All | +96.3% | +743.6% | -647.3% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling