+26.5%
VTEB vs IBB
+89.6%
-63.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | 0.0% |
| 7D | -0.2% | -1.7% | +1.4% | -0.2% |
| 30D | -1.6% | +4.9% | -6.5% | -1.7% |
| 3M | -2.0% | +24.2% | -26.2% | -2.5% |
| 6M | -1.7% | +23.8% | -25.5% | -2.2% |
| YTD | -0.6% | +23.0% | -23.5% | -1.2% |
| 1Y | +1.8% | +46.2% | -44.3% | +0.8% |
| 3Y | +9.6% | +64.8% | -55.2% | +8.1% |
| 5Y | +2.1% | +20.9% | -18.8% | +1.0% |
| 10Y | +18.9% | +121.6% | -102.6% | +17.3% |
| All | +26.5% | +89.6% | -63.1% | +24.9% |
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