+226.3%
VTV vs IBB
+125.2%
+101.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -2.1% | -5.2% | +3.2% | +0.3% |
| 30D | -1.3% | +1.5% | -2.8% | -2.2% |
| 3M | +5.6% | +22.1% | -16.5% | -4.0% |
| 6M | +12.4% | +17.7% | -5.3% | +3.6% |
| YTD | +17.6% | +20.2% | -2.5% | +7.2% |
| 1Y | +23.5% | +44.4% | -20.9% | +3.0% |
| 3Y | +67.0% | +61.1% | +5.9% | +30.7% |
| 5Y | +80.5% | +18.5% | +62.0% | +61.1% |
| All | +226.3% | +125.2% | +101.2% | +113.3% |
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