-8.2%
VFC vs IBB
+51.5%
-59.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.9% |
| 7D | -1.6% | +1.4% | -3.0% | -2.6% |
| 30D | -11.6% | +10.5% | -22.1% | -18.2% |
| 3M | -18.1% | +23.6% | -41.7% | -31.1% |
| 6M | -27.4% | +22.6% | -50.0% | -38.3% |
| YTD | -24.8% | +25.7% | -50.5% | -37.9% |
| 1Y | -8.2% | +51.4% | -59.6% | -39.5% |
| All | -8.2% | +51.5% | -59.7% | -39.5% |
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