-47.5%
VFC vs IBB
+130.8%
-178.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.1% |
| 7D | +3.5% | +0.8% | +2.7% | +2.9% |
| 30D | +38.3% | +5.2% | +33.1% | +33.0% |
| 3M | +40.2% | +8.6% | +31.6% | +31.0% |
| 6M | +10.6% | +27.8% | -17.2% | -8.8% |
| YTD | +16.7% | +28.8% | -12.1% | -4.3% |
| 1Y | +45.0% | +36.4% | +8.6% | +14.0% |
| 3Y | +48.8% | +89.3% | -40.6% | -3.9% |
| 5Y | -67.6% | +43.3% | -110.8% | -75.6% |
| 10Y | -47.5% | +130.6% | -178.2% | -69.2% |
| All | -47.5% | +130.8% | -178.3% | -69.2% |
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