+897.3%
VST vs IBB
+123.2%
+774.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.0% | -1.1% | -3.9% |
| 7D | -19.9% | -3.6% | -16.3% | -18.7% |
| 30D | -29.7% | +3.4% | -33.1% | -30.8% |
| 3M | -19.6% | +9.5% | -29.1% | -23.3% |
| 6M | -29.4% | +23.3% | -52.7% | -36.5% |
| YTD | -29.7% | +24.5% | -54.3% | -37.3% |
| 1Y | -40.0% | +32.9% | -73.0% | -48.3% |
| 3Y | +231.0% | +76.6% | +154.4% | +148.0% |
| 5Y | +500.1% | +35.5% | +464.6% | +397.0% |
| 10Y | +1,004.2% | +156.7% | +847.5% | +616.8% |
| All | +897.3% | +123.2% | +774.2% | +534.6% |
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