+348.0%
VT vs IBB
+757.4%
-409.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.0% | +1.0% | -1.2% |
| 7D | -4.2% | -3.6% | -0.6% | -2.2% |
| 30D | -5.8% | +3.4% | -9.2% | -7.7% |
| 3M | -5.2% | +9.5% | -14.7% | -10.6% |
| 6M | +0.1% | +23.3% | -23.2% | -12.2% |
| YTD | +8.2% | +24.5% | -16.3% | -5.9% |
| 1Y | +10.1% | +32.9% | -22.8% | -8.0% |
| 3Y | +69.7% | +76.6% | -6.9% | +18.0% |
| 5Y | +53.4% | +35.5% | +17.9% | +23.0% |
| 10Y | +219.2% | +156.7% | +62.5% | +64.7% |
| All | +348.0% | +757.4% | -409.4% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling