+69.7%
VT vs IBB
+75.6%
-5.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.0% | +1.0% | -2.0% |
| 7D | -4.2% | -3.6% | -0.6% | -2.7% |
| 30D | -5.8% | +3.4% | -9.2% | -7.1% |
| 3M | -5.2% | +9.5% | -14.7% | -9.2% |
| 6M | +0.1% | +23.3% | -23.2% | -9.4% |
| YTD | +8.2% | +24.5% | -16.3% | -2.8% |
| 1Y | +10.1% | +32.9% | -22.8% | -4.2% |
| All | +69.7% | +75.6% | -5.9% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling