-29.9%
VST vs IBB
+36.9%
-66.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.7% |
| 7D | -6.0% | +0.8% | -6.8% | -6.2% |
| 30D | -18.8% | +5.2% | -23.9% | -19.6% |
| 3M | -8.0% | +8.6% | -16.6% | -9.7% |
| 6M | -10.9% | +27.8% | -38.7% | -17.3% |
| YTD | -18.3% | +28.8% | -47.1% | -24.7% |
| 1Y | -29.9% | +36.4% | -66.3% | -35.5% |
| All | -29.9% | +36.9% | -66.8% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling