+740.0%
VTV vs IBB
+762.7%
-22.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +2.9% | -0.5% | +3.4% | +3.2% |
| 30D | +3.8% | +4.6% | -0.8% | +1.3% |
| 3M | +1.6% | +6.8% | -5.3% | -2.5% |
| 6M | +11.2% | +23.1% | -11.9% | -1.1% |
| YTD | +22.0% | +26.0% | -4.0% | +6.6% |
| 1Y | +24.9% | +30.4% | -5.5% | +7.2% |
| 3Y | +78.5% | +85.4% | -7.0% | +25.3% |
| 5Y | +77.8% | +39.7% | +38.0% | +42.3% |
| 10Y | +231.1% | +127.1% | +104.0% | +93.4% |
| All | +740.0% | +762.7% | -22.7% | +67.2% |
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