-50.0%
VTRS vs IBB
+125.5%
-175.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -2.2% | -4.2% | +2.1% | +0.7% |
| 30D | +3.3% | +1.1% | +2.2% | +2.3% |
| 3M | +2.0% | +19.0% | -17.1% | -9.7% |
| 6M | +19.9% | +18.9% | +1.1% | +6.0% |
| YTD | +35.7% | +20.3% | +15.4% | +18.7% |
| 1Y | +68.1% | +41.5% | +26.6% | +31.7% |
| 3Y | +87.1% | +60.3% | +26.8% | +34.0% |
| 5Y | +47.6% | +18.7% | +28.9% | +27.2% |
| All | -50.0% | +125.5% | -175.5% | -74.0% |
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