+21.2%
IGV vs VSH
+67.3%
-46.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -1.5% | +3.5% | -5.1% | -2.4% |
| 30D | -3.0% | -4.4% | +1.3% | -2.3% |
| 3M | +9.6% | -45.8% | +55.4% | +24.4% |
| 6M | +16.1% | +90.1% | -74.0% | -12.2% |
| YTD | -3.6% | +120.3% | -124.0% | -31.8% |
| 1Y | -7.8% | +112.2% | -120.1% | -34.5% |
| 3Y | +40.0% | +36.6% | +3.4% | +13.1% |
| 5Y | +21.2% | +67.0% | -45.8% | -16.9% |
| All | +21.2% | +67.3% | -46.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 5y: compounded portfolio wealth divided by compounded VSH 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…
5y analysis · Full analysis span regression · 6 months rolling