+18.0%
VTEB vs IBB
+125.5%
-107.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -0.9% | -4.2% | +3.3% | -0.8% |
| 30D | -2.5% | +1.1% | -3.6% | -2.6% |
| 3M | -3.0% | +19.0% | -22.0% | -3.6% |
| 6M | -2.1% | +18.9% | -21.0% | -2.8% |
| YTD | -1.5% | +20.3% | -21.8% | -2.2% |
| 1Y | +0.2% | +41.5% | -41.3% | -1.1% |
| 3Y | +8.6% | +60.3% | -51.7% | +6.6% |
| 5Y | +1.2% | +18.7% | -17.5% | 0.0% |
| All | +18.0% | +125.5% | -107.5% | +16.2% |
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