+938.5%
IGV vs VSH
+95.8%
+842.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +4.0% | +1.2% |
| 7D | +2.3% | +14.3% | -12.0% | -2.6% |
| 30D | -6.0% | -7.9% | +1.9% | -4.8% |
| 3M | -4.8% | -19.9% | +15.1% | -0.4% |
| 6M | +14.2% | -30.5% | +44.8% | +18.7% |
| YTD | -4.2% | +85.7% | -89.9% | -32.7% |
| 1Y | -5.3% | +98.9% | -104.2% | -35.3% |
| 3Y | +38.8% | +32.1% | +6.7% | +3.1% |
| 5Y | +14.2% | +39.7% | -25.5% | -17.9% |
| 10Y | +357.6% | +117.6% | +240.0% | +155.3% |
| All | +938.5% | +95.8% | +842.7% | +347.5% |
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