+220.2%
VFC vs IBB
+560.8%
-340.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.8% |
| 7D | -1.6% | +1.4% | -3.0% | -2.4% |
| 30D | -11.6% | +10.5% | -22.1% | -16.3% |
| 3M | -18.1% | +23.6% | -41.7% | -26.9% |
| 6M | -27.4% | +22.6% | -50.0% | -34.9% |
| YTD | -24.8% | +25.7% | -50.5% | -33.5% |
| 1Y | -8.2% | +51.4% | -59.6% | -26.1% |
| 3Y | -29.1% | +64.4% | -93.5% | -43.9% |
| 5Y | -79.2% | +22.1% | -101.3% | -81.2% |
| 10Y | -68.1% | +132.5% | -200.6% | -78.9% |
| All | +220.2% | +560.8% | -340.6% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling