+121.0%
VTR vs IBB
+126.8%
-5.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | +5.5% | +4.6% | +0.9% | +3.2% |
| 3M | -0.9% | +6.8% | -7.7% | -4.3% |
| 6M | -0.4% | +23.1% | -23.5% | -9.7% |
| YTD | +17.0% | +26.0% | -9.0% | +4.5% |
| 1Y | +18.0% | +30.4% | -12.4% | +3.6% |
| 3Y | +127.4% | +85.4% | +41.9% | +66.9% |
| 5Y | +92.3% | +39.7% | +52.5% | +59.0% |
| All | +121.0% | +126.8% | -5.8% | +47.7% |
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