+150.1%
VSH vs IBB
+580.2%
-430.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.3% | +8.4% |
| 7D | +12.8% | -1.4% | +14.1% | +14.9% |
| 30D | -9.0% | +6.8% | -15.8% | -13.1% |
| 3M | -12.2% | +9.2% | -21.4% | -18.6% |
| 6M | -15.9% | +28.3% | -44.3% | -32.2% |
| YTD | +103.2% | +29.4% | +73.9% | +62.6% |
| 1Y | +108.4% | +33.2% | +75.3% | +62.9% |
| 3Y | +41.6% | +90.2% | -48.6% | -14.9% |
| 5Y | +54.6% | +44.0% | +10.6% | +13.8% |
| 10Y | +138.2% | +133.1% | +5.1% | +17.0% |
| All | +150.1% | +580.2% | -430.1% | -59.4% |
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 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