+23.9%
IP vs VSH
+24.4%
-0.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +1.3% |
| 7D | -5.3% | +4.1% | -9.3% | -6.0% |
| 30D | -10.9% | -4.2% | -6.7% | -10.4% |
| 3M | +11.2% | -50.0% | +61.1% | +26.8% |
| 6M | -10.2% | +80.2% | -90.4% | -27.8% |
| YTD | -2.0% | +121.1% | -123.1% | -26.6% |
| 1Y | -19.1% | +112.0% | -131.1% | -39.0% |
| All | +23.9% | +24.4% | -0.5% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling