+973.2%
IGV vs VSH
+133.1%
+840.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.7% | -3.7% |
| 7D | -4.5% | +4.1% | -8.6% | -5.9% |
| 30D | +3.2% | -4.2% | +7.4% | +4.1% |
| 3M | +4.5% | -50.0% | +54.5% | +27.2% |
| 6M | +22.1% | +80.2% | -58.1% | -9.3% |
| YTD | -1.0% | +121.1% | -122.1% | -32.7% |
| 1Y | -2.1% | +112.0% | -114.1% | -33.1% |
| 3Y | +44.6% | +22.5% | +22.1% | +14.0% |
| 5Y | +22.2% | +64.0% | -41.9% | -14.9% |
| 10Y | +364.7% | +170.4% | +194.4% | +146.6% |
| All | +973.2% | +133.1% | +840.0% | +347.2% |
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