+140.3%
VMC vs IBB
+139.6%
+0.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.2% |
| 7D | +0.3% | +2.7% | -2.4% | -1.0% |
| 30D | +18.6% | +6.3% | +12.2% | +15.0% |
| 3M | +2.0% | +11.1% | -9.0% | -3.5% |
| 6M | +2.6% | +29.2% | -26.6% | -10.3% |
| YTD | +2.3% | +30.2% | -28.0% | -11.3% |
| 1Y | +1.7% | +39.5% | -37.8% | -14.9% |
| 3Y | +41.7% | +92.3% | -50.6% | -0.7% |
| 5Y | +46.6% | +43.0% | +3.7% | +17.6% |
| 10Y | +140.3% | +137.1% | +3.2% | +40.8% |
| All | +140.3% | +139.6% | +0.6% | +40.8% |
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