-77.9%
VFC vs IBB
+22.5%
-100.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +3.2% |
| 7D | -1.6% | +1.4% | -3.0% | -3.0% |
| 30D | -11.6% | +10.5% | -22.1% | -20.3% |
| 3M | -18.1% | +23.6% | -41.7% | -34.1% |
| 6M | -27.4% | +22.6% | -50.0% | -41.2% |
| YTD | -24.8% | +25.7% | -50.5% | -40.8% |
| 1Y | -8.2% | +51.4% | -59.6% | -40.1% |
| 3Y | -29.1% | +64.4% | -93.5% | -56.5% |
| All | -77.9% | +22.5% | -100.4% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling