+3,446.6%
VTR vs IBB
+560.8%
+2,885.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -1.7% | +1.4% | -3.1% | -2.3% |
| 30D | -2.4% | +10.5% | -12.9% | -6.8% |
| 3M | +14.8% | +23.6% | -8.8% | +4.1% |
| 6M | +5.3% | +22.6% | -17.3% | -4.4% |
| YTD | +18.1% | +25.7% | -7.6% | +5.7% |
| 1Y | +36.7% | +51.4% | -14.7% | +12.2% |
| 3Y | +130.1% | +64.4% | +65.7% | +79.7% |
| 5Y | +89.5% | +22.1% | +67.4% | +66.5% |
| 10Y | +87.4% | +132.5% | -45.1% | +19.2% |
| All | +3,446.6% | +560.8% | +2,885.8% | +1,010.5% |
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