+743.6%
VLO vs IBB
+139.6%
+604.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +1.8% |
| 7D | -6.5% | +2.7% | -9.2% | -7.6% |
| 30D | -17.8% | +6.3% | -24.1% | -20.2% |
| 3M | +19.6% | +11.1% | +8.5% | +13.1% |
| 6M | +49.3% | +29.2% | +20.0% | +30.5% |
| YTD | +122.4% | +30.2% | +92.2% | +91.6% |
| 1Y | +107.4% | +39.5% | +67.9% | +72.2% |
| 3Y | +223.1% | +92.3% | +130.7% | +121.7% |
| 5Y | +432.2% | +43.0% | +389.2% | +322.8% |
| 10Y | +743.6% | +137.1% | +606.5% | +399.3% |
| All | +743.6% | +139.6% | +604.0% | +399.3% |
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