+349.1%
VT vs IBB
+772.3%
-423.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.8% |
| 7D | -2.3% | -1.8% | -0.5% | -1.3% |
| 30D | -5.0% | +5.1% | -10.0% | -7.8% |
| 3M | -4.9% | +10.7% | -15.6% | -10.9% |
| 6M | -1.5% | +22.9% | -24.4% | -13.5% |
| YTD | +8.5% | +26.7% | -18.2% | -6.7% |
| 1Y | +11.4% | +35.1% | -23.7% | -7.8% |
| 3Y | +70.1% | +80.2% | -10.1% | +16.9% |
| 5Y | +53.7% | +37.8% | +15.9% | +22.1% |
| 10Y | +220.0% | +161.2% | +58.8% | +63.4% |
| All | +349.1% | +772.3% | -423.2% | -31.3% |
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 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