+1,055.9%
IJH vs VSH
+7.6%
+1,048.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -0.7% | +3.5% | -4.3% | -1.8% |
| 30D | -3.8% | -4.4% | +0.5% | -2.8% |
| 3M | 0.0% | -45.8% | +45.8% | +17.2% |
| 6M | +8.8% | +90.1% | -81.4% | -17.2% |
| YTD | +13.5% | +120.3% | -106.8% | -18.2% |
| 1Y | +15.4% | +112.2% | -96.8% | -16.6% |
| 3Y | +50.9% | +36.6% | +14.3% | +20.2% |
| 5Y | +47.8% | +67.0% | -19.2% | +8.7% |
| 10Y | +183.1% | +179.5% | +3.6% | +69.9% |
| All | +1,055.9% | +7.6% | +1,048.3% | +446.2% |
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