+237.4%
VIK vs IBB
+71.6%
+165.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.8% |
| 7D | +2.6% | +0.8% | +1.8% | +2.1% |
| 30D | +7.9% | +5.2% | +2.7% | +4.2% |
| 3M | -15.2% | +8.6% | -23.7% | -21.1% |
| 6M | +6.5% | +27.8% | -21.3% | -14.1% |
| YTD | +23.3% | +28.8% | -5.5% | -0.8% |
| 1Y | +47.7% | +36.4% | +11.3% | +13.6% |
| All | +237.4% | +71.6% | +165.8% | +115.2% |
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