-46.1%
VFC vs IBB
+139.6%
-185.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +0.6% |
| 7D | +7.7% | +2.7% | +5.0% | +5.6% |
| 30D | +39.2% | +6.3% | +32.9% | +32.9% |
| 3M | +40.3% | +11.1% | +29.2% | +28.9% |
| 6M | +11.4% | +29.2% | -17.9% | -8.9% |
| YTD | +17.5% | +30.2% | -12.7% | -4.4% |
| 1Y | +45.9% | +39.5% | +6.4% | +12.8% |
| 3Y | +47.3% | +92.3% | -45.0% | -5.9% |
| 5Y | -67.2% | +43.0% | -110.2% | -75.4% |
| 10Y | -46.1% | +137.1% | -183.2% | -68.5% |
| All | -46.1% | +139.6% | -185.7% | -68.5% |
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 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