+66.5%
VSH vs IBB
+22.5%
+44.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +5.2% |
| 7D | +4.1% | +1.4% | +2.6% | +2.8% |
| 30D | -4.2% | +10.5% | -14.6% | -12.8% |
| 3M | -50.0% | +23.6% | -73.6% | -59.1% |
| 6M | +80.2% | +22.6% | +57.6% | +47.7% |
| YTD | +121.1% | +25.7% | +95.4% | +76.8% |
| 1Y | +112.0% | +51.4% | +60.6% | +43.0% |
| 3Y | +22.5% | +64.4% | -41.8% | -21.6% |
| All | +66.5% | +22.5% | +44.0% | +11.4% |
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