+36.4%
VFC vs IBB
+78.6%
-42.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.7% |
| 7D | +11.2% | -1.8% | +13.0% | +13.1% |
| 30D | +41.5% | +5.1% | +36.5% | +33.3% |
| 3M | +38.9% | +10.7% | +28.2% | +21.2% |
| 6M | +6.1% | +22.9% | -16.8% | -19.4% |
| YTD | +14.5% | +26.7% | -12.2% | -17.0% |
| 1Y | +46.0% | +35.1% | +10.8% | -3.5% |
| 3Y | +36.4% | +80.2% | -43.8% | -44.3% |
| All | +36.4% | +78.6% | -42.2% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling