+725.0%
VTV vs IBB
+760.3%
-35.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.2% |
| 7D | +0.5% | +1.4% | -0.9% | -0.2% |
| 30D | +1.1% | +10.5% | -9.4% | -4.3% |
| 3M | +5.9% | +23.6% | -17.8% | -5.6% |
| 6M | +11.6% | +22.6% | -11.0% | -0.4% |
| YTD | +19.8% | +25.7% | -5.9% | +5.3% |
| 1Y | +26.2% | +51.4% | -25.1% | +0.3% |
| 3Y | +68.5% | +64.4% | +4.1% | +26.4% |
| 5Y | +79.9% | +22.1% | +57.7% | +55.2% |
| 10Y | +229.7% | +132.5% | +97.2% | +89.8% |
| All | +725.0% | +760.3% | -35.2% | +65.1% |
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