+55.6%
VFC vs IBB
+42.2%
+13.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +2.9% |
| 7D | +21.5% | +2.2% | +19.3% | +19.9% |
| 30D | +46.7% | +6.3% | +40.3% | +41.3% |
| 3M | +38.4% | +16.3% | +22.1% | +24.4% |
| 6M | +15.2% | +30.0% | -14.8% | -5.4% |
| YTD | +17.8% | +31.1% | -13.3% | -4.4% |
| 1Y | +55.6% | +42.0% | +13.6% | +15.4% |
| All | +55.6% | +42.2% | +13.4% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling