+1,205.2%
VST vs IBB
+139.6%
+1,065.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +6.0% |
| 7D | -0.5% | +2.7% | -3.2% | -1.8% |
| 30D | -17.1% | +6.3% | -23.4% | -19.5% |
| 3M | -4.6% | +11.1% | -15.7% | -9.5% |
| 6M | -9.1% | +29.2% | -38.3% | -20.1% |
| YTD | -16.6% | +30.2% | -46.8% | -27.3% |
| 1Y | -29.5% | +39.5% | -69.0% | -40.7% |
| 3Y | +297.5% | +92.3% | +205.2% | +184.0% |
| 5Y | +654.5% | +43.0% | +611.6% | +507.2% |
| 10Y | +1,205.2% | +137.1% | +1,068.1% | +718.4% |
| All | +1,205.2% | +139.6% | +1,065.6% | +718.4% |
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 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