+1,112.0%
VST vs IBB
+156.3%
+955.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.7% | +8.8% | +9.8% |
| 7D | -9.8% | -1.8% | -8.0% | -9.1% |
| 30D | -25.1% | +5.1% | -30.2% | -26.9% |
| 3M | -11.6% | +10.7% | -22.3% | -16.0% |
| 6M | -20.9% | +22.9% | -43.8% | -28.8% |
| YTD | -22.3% | +26.7% | -49.0% | -31.3% |
| 1Y | -32.0% | +35.1% | -67.1% | -41.8% |
| 3Y | +262.4% | +80.2% | +182.2% | +168.4% |
| 5Y | +563.4% | +37.8% | +525.5% | +444.6% |
| All | +1,112.0% | +156.3% | +955.7% | +694.7% |
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