-5.5%
IP vs VSH
+103.4%
-108.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.8% | -10.1% | -2.0% |
| 7D | -2.8% | +12.8% | -15.5% | -3.9% |
| 30D | +9.2% | -9.0% | +18.2% | +9.6% |
| 3M | -16.1% | -12.2% | -3.9% | -15.9% |
| 6M | +9.6% | -15.9% | +25.5% | +7.8% |
| YTD | -8.8% | +103.2% | -112.0% | -31.7% |
| 1Y | -5.5% | +108.4% | -113.9% | -30.5% |
| All | -5.5% | +103.4% | -108.9% | -30.5% |
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 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