-68.8%
VFC vs IBB
+122.6%
-191.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.3% |
| 7D | +0.8% | -1.7% | +2.5% | +2.0% |
| 30D | -11.9% | +4.9% | -16.8% | -15.3% |
| 3M | -20.2% | +24.2% | -44.4% | -32.1% |
| 6M | -23.0% | +23.8% | -46.8% | -34.5% |
| YTD | -26.2% | +23.0% | -49.2% | -37.0% |
| 1Y | -13.3% | +46.2% | -59.5% | -34.5% |
| 3Y | -25.5% | +64.8% | -90.3% | -46.7% |
| 5Y | -78.1% | +20.9% | -99.0% | -81.8% |
| 10Y | -68.8% | +121.6% | -190.4% | -80.8% |
| All | -68.8% | +122.6% | -191.4% | -80.8% |
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