+63.9%
VWO vs IBB
+63.1%
+0.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +0.2% | -3.9% | +4.1% | +1.7% |
| 30D | +0.9% | +2.7% | -1.8% | -0.3% |
| 3M | +4.3% | +21.4% | -17.1% | -3.9% |
| 6M | +10.5% | +20.1% | -9.5% | +2.2% |
| YTD | +13.4% | +21.9% | -8.5% | +4.1% |
| 1Y | +18.6% | +44.1% | -25.6% | +1.5% |
| All | +63.9% | +63.1% | +0.8% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling