+167.9%
VSH vs IBB
+122.6%
+45.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | +0.7% |
| 7D | +6.2% | -1.7% | +7.9% | +7.6% |
| 30D | -11.1% | +4.9% | -16.0% | -15.2% |
| 3M | -44.9% | +24.2% | -69.1% | -54.6% |
| 6M | +90.0% | +23.8% | +66.1% | +56.4% |
| YTD | +118.8% | +23.0% | +95.8% | +81.0% |
| 1Y | +109.0% | +46.2% | +62.8% | +49.6% |
| 3Y | +35.6% | +64.8% | -29.2% | -10.0% |
| 5Y | +66.7% | +20.9% | +45.8% | +37.9% |
| 10Y | +167.9% | +121.6% | +46.4% | +46.5% |
| All | +167.9% | +122.6% | +45.3% | +46.5% |
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