+941.2%
IGV vs VSH
+104.4%
+836.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | +0.8% |
| 7D | +2.5% | +26.2% | -23.7% | -5.7% |
| 30D | -8.6% | -12.5% | +3.9% | -5.9% |
| 3M | -1.6% | -16.9% | +15.3% | +1.8% |
| 6M | +13.4% | -17.0% | +30.4% | +10.2% |
| YTD | -4.0% | +93.8% | -97.8% | -33.5% |
| 1Y | -7.6% | +99.3% | -107.0% | -36.8% |
| 3Y | +39.3% | +35.0% | +4.3% | +2.8% |
| 5Y | +14.5% | +45.8% | -31.3% | -18.9% |
| 10Y | +358.7% | +127.1% | +231.6% | +152.4% |
| All | +941.2% | +104.4% | +836.8% | +342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling