-9.5%
VMC vs IBB
+51.5%
-61.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -4.3% | +1.4% | -5.7% | -4.8% |
| 30D | -8.2% | +10.5% | -18.7% | -11.4% |
| 3M | -7.0% | +23.6% | -30.7% | -14.2% |
| 6M | -10.8% | +22.6% | -33.4% | -17.7% |
| YTD | -7.4% | +25.7% | -33.1% | -15.5% |
| 1Y | -9.5% | +51.4% | -60.9% | -21.9% |
| All | -9.5% | +51.5% | -61.0% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling