-19.1%
IP vs VSH
+118.1%
-137.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +1.7% |
| 7D | -5.3% | +4.1% | -9.3% | -5.7% |
| 30D | -10.9% | -4.2% | -6.7% | -10.6% |
| 3M | +11.2% | -50.0% | +61.1% | +21.4% |
| 6M | -10.2% | +80.2% | -90.4% | -25.3% |
| YTD | -2.0% | +121.1% | -123.1% | -24.8% |
| 1Y | -19.1% | +112.0% | -131.1% | -38.0% |
| All | -19.1% | +118.1% | -137.2% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling