+111.6%
VWO vs IBB
+125.2%
-13.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.9% |
| 7D | -1.7% | -5.2% | +3.5% | +0.7% |
| 30D | -0.3% | +1.5% | -1.8% | -1.2% |
| 3M | +4.0% | +22.1% | -18.2% | -5.6% |
| 6M | +8.1% | +17.7% | -9.6% | -0.3% |
| YTD | +11.6% | +20.2% | -8.5% | +1.8% |
| 1Y | +16.2% | +44.4% | -28.2% | -3.0% |
| 3Y | +63.3% | +61.1% | +2.2% | +27.7% |
| 5Y | +33.4% | +18.5% | +14.8% | +19.1% |
| All | +111.6% | +125.2% | -13.6% | +48.7% |
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