-68.4%
VFC vs IBB
+39.3%
-107.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.7% |
| 7D | +1.6% | -0.5% | +2.2% | +2.1% |
| 30D | +25.5% | +4.6% | +20.9% | +20.0% |
| 3M | +41.3% | +6.8% | +34.5% | +30.8% |
| 6M | +22.2% | +23.1% | -0.9% | -2.5% |
| YTD | +16.4% | +26.0% | -9.6% | -9.7% |
| 1Y | +38.4% | +30.4% | +8.0% | +3.7% |
| 3Y | +56.2% | +85.4% | -29.2% | -14.4% |
| All | -68.4% | +39.3% | -107.7% | -80.9% |
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