+127.0%
VMC vs IBB
+127.7%
-0.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.4% |
| 7D | -1.7% | +1.6% | -3.3% | -2.5% |
| 30D | +15.3% | +6.7% | +8.6% | +11.6% |
| 3M | +0.3% | +6.3% | -6.0% | -3.1% |
| 6M | +0.9% | +23.9% | -23.0% | -10.0% |
| YTD | -1.0% | +26.6% | -27.6% | -13.0% |
| 1Y | -4.3% | +29.6% | -34.0% | -16.9% |
| 3Y | +35.3% | +86.1% | -50.7% | -3.5% |
| 5Y | +44.4% | +40.3% | +4.1% | +16.9% |
| All | +127.0% | +127.7% | -0.8% | +37.5% |
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