-0.8%
IP vs VSH
+58.3%
-59.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.4% |
| 7D | -5.1% | -12.9% | +7.9% | -4.2% |
| 30D | +8.5% | -36.9% | +45.4% | +12.1% |
| 3M | -13.8% | -28.8% | +14.9% | -12.2% |
| 6M | +5.7% | -30.3% | +36.0% | +5.7% |
| YTD | -9.1% | +62.4% | -71.5% | -28.3% |
| 1Y | -0.8% | +62.5% | -63.3% | -21.8% |
| All | -0.8% | +58.3% | -59.1% | -21.8% |
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