+152.7%
VMC vs IBB
+122.6%
+30.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -0.6% |
| 7D | -0.5% | -1.7% | +1.1% | +0.3% |
| 30D | -9.1% | +4.9% | -14.0% | -11.4% |
| 3M | -4.1% | +24.2% | -28.4% | -14.4% |
| 6M | -5.5% | +23.8% | -29.4% | -15.7% |
| YTD | -8.9% | +23.0% | -31.9% | -18.7% |
| 1Y | -12.9% | +46.2% | -59.1% | -29.0% |
| 3Y | +22.1% | +64.8% | -42.7% | -7.4% |
| 5Y | +52.7% | +20.9% | +31.8% | +32.8% |
| 10Y | +152.7% | +121.6% | +31.2% | +46.3% |
| All | +152.7% | +122.6% | +30.1% | +46.3% |
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