+7,318.9%
VLO vs IBB
+566.2%
+6,752.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.3% |
| 7D | -13.3% | -1.8% | -11.5% | -12.5% |
| 30D | -18.3% | +5.1% | -23.4% | -20.9% |
| 3M | +14.3% | +10.7% | +3.6% | +6.9% |
| 6M | +47.6% | +22.9% | +24.7% | +29.2% |
| YTD | +116.0% | +26.7% | +89.3% | +83.5% |
| 1Y | +101.0% | +35.1% | +65.9% | +64.5% |
| 3Y | +199.0% | +80.2% | +118.8% | +103.8% |
| 5Y | +419.0% | +37.8% | +381.2% | +299.5% |
| 10Y | +778.2% | +161.2% | +617.0% | +351.6% |
| All | +7,318.9% | +566.2% | +6,752.7% | +1,562.1% |
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