+24.9%
VSH vs IBB
+37.5%
-12.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.2% |
| 7D | -12.9% | -1.8% | -11.1% | -11.1% |
| 30D | -36.9% | +5.1% | -41.9% | -39.1% |
| 3M | -28.8% | +10.7% | -39.5% | -35.3% |
| 6M | -30.3% | +22.9% | -53.2% | -43.0% |
| YTD | +62.4% | +26.7% | +35.7% | +28.5% |
| 1Y | +62.5% | +35.1% | +27.4% | +20.9% |
| 3Y | +7.4% | +80.2% | -72.8% | -36.2% |
| All | +24.9% | +37.5% | -12.5% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling