+120.4%
VSH vs IBB
+127.7%
-7.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.5% | -2.8% |
| 7D | +26.2% | +1.6% | +24.6% | +24.9% |
| 30D | -12.5% | +6.7% | -19.2% | -16.4% |
| 3M | -16.9% | +6.3% | -23.2% | -21.4% |
| 6M | -17.0% | +23.9% | -40.9% | -31.6% |
| YTD | +93.8% | +26.6% | +67.2% | +56.2% |
| 1Y | +99.3% | +29.6% | +69.7% | +57.4% |
| 3Y | +35.0% | +86.1% | -51.1% | -19.3% |
| 5Y | +45.8% | +40.3% | +5.5% | +7.2% |
| All | +120.4% | +127.7% | -7.3% | +14.3% |
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